%0 Journal Article %A David Blake %A J. Michael Orszag %T A Closed-Form Formula for Calculating Bond Convexity %D 1996 %R 10.3905/jfi.1996.408163 %J The Journal of Fixed Income %P 88-91 %V 6 %N 1 %U https://jfi.pm-research.com/content/iijfixinc/6/1/88.full.pdf