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Derivatives

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  • October 29, 2020
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Nonlinear Derivative

A derivative or fixed-income security which features high convexity, i.e., its sensitivity changes with the passage of time or with market movement. In other words, its second derivative to an underlying is higher than zero. All nonlinear derivatives are time-dependent in term of their prices. With respect to the underlying asset, such derivatives are, by nature, convex, concave.


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