: Convertible Arbitrage: Insights and Techniques for Successful Hedging (Wiley Finance): Nick P. Calamos. Keywords: convertible arbitrage, short sales, underpricing, convertible bonds, abnormal returns . some other techniques (for more details see Calamos, ) . Minimize risk and maximize profits with convertible arbitrage NICK P. CALAMOS is the Head of Investments and Chief Investment Officer overseeing research.

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Delta Neutral Hedge on Leverage. Insights and Techniques for Successful Hedging. Table of contents Reviews Chapter 1.

Convertible Arbitrage: Insights and Techniques for Successful Hedging

Readers will be introduced to a variety of models for convertible analysis, “”the Greeks,”” as well as the full range covnertible hedges, including titled and leveraged hedges, as well as swaps, nontraditional hedges, and option hedging. This is partly why convertible arbitrage-following thelarger trend of hedge funds-has moved to center stage in thelast decade.

Basics of Convertible Securities. This increasingly popular strategy, which is especially useful during times of market volatility, allows individuals to increase their returns while decreasing their risks. Credit Analysis and Equity Market Feedback.


Managing the Convertible Arbitrage Manager. Bearish Tilt Gamma Convertible Xalamos. The Best Books of Credit and Equity Considerations. Financial Statement Analysis Martin S. The Mechanics of Convertible Asset Swapping.

But convertibpe from this increasingly popularinvestment strategy takes much more than knowing a few groundrules. Home Contact Us Help Free delivery worldwide. Rough Spots for Convertible Arbitrage.

Basket Hedging Equity Delta. It takes Convertible Converible The bond pays interest and guarantees a yield uponmaturity-but you also can participate in the movement of theunderlying stock because a convertible bond’s option componentmakes it readily convertible into stock. Insights and Techniques forSuccessful Hedging. This not-to-be-missed guide gives you: Dynamic Rebalancing of the Delta Neutral Hedge. Permissions Request permission to reuse content from this site.

Financial Modeling and Valuation Paul Pignataro.

Convertible Option Hedge Techniques. Convertible Arbitrage offers a thorough explanation of this unique investment strategy.

Convertible Arbitrage : Insights and Techniques for Successful Hedging

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Investment Valuation Aswath Damodaran. We use cookies to give you the best possible experience.


Convertible Arbitrage : Nick P. Calamos :

Investment Banking Joshua Rosenbaum. With the firm sinceMr. Monetization of a Cheap Embedded Call Option. Dynamic Rebalancing of the Delta Neutral Hedge. Dispatched from the UK in 3 business days When will my order arrive? Capturing the Gamma in a Convertible Hedge. A top-to-bottom overview of convertible calsmos, how it works, and why it is especially useful in avolatile marketIn-depth coverage of convertible valuation models and the”greeks,” the statistical qualifications of convertiblefunctionsReasons why the credit and business valuation of a convertiblecan make or break your hedge positionA thorough review of convertible arbitrage techniques-fromdelta hedges and convertible option hedge techniques to swaps andnontraditional hedgesAn insider’s guide to portfolio risk management, includingtips on portfolio evaluation, risk analysis, and optimization The array of convertible securities available-and theever-shifting financial engineering behind them-demands apractical working knowledge of convertible arbitrage hedgingtechniques.