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Harley Bassman created, marketed and traded a wide variety of derivative and structured products during his twenty six year career at Merrill Lynch, and focused on pricing and modelling products that had an asymmetric return - what he calls convexity. He is the Managing Partner at Simplify Asset Management, and pens macro commentary at convexitymaven.com

Here he shares his views on convexity, options, interest rates, inflation and much much more!