The Convexity Trap: Pitfalls in Financing Mortgage Portfolios and Related Securities
Gilkeson, James H. and Smith, Stephen D. "The Convexity Trap: Pitfalls in Financing Mortgage Portfolios and Related Securities," in Federal Reserve Bank of Atlanta. "November/December 1992, Volume 77, Number 6," Economic Review (Federal Reserve Bank of Atlanta) (November 1992) : 20-33. https://fraser.stlouisfed.org/title/884/item/34920/toc/251940 , accessed on April 18, 2024.