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Cogent Economics & Finance Volume 10, 2022 - Issue 1

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FINANCIAL ECONOMICS

Convexity arbitrage – the idea which does not work

Bohumil StádníkDepartment of Banking and Insurance, Faculty of Finance, University of Economics in Prague, W. Churchill Sq.4, Prague, Czech RepublicCorrespondence[email protected]

https://orcid.org/0000-0002-1018-0696 View further author information

Article: 2019361 | Received 26 Jan 2021, Accepted 12 Dec 2021, Published online: 26 Jan 2022

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https://doi.org/10.1080/23322039.2021.2019361
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