: 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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Bearish Gamma Hedge on Leverage. Readers will be introduced to a variety of models for convertible analysis, “the Greeks,” as well as the full range of hedges, including titled and leveraged hedges, as well as swaps, nontraditional hedges, and option hedging. Since his experience has centered on convertible securities investment.
Convertible Arbitrage : Nick P. Calamos :
Dividend Reduction Convertible Hedge. Other books in this series. Rough Spots for Convertible Arbitrage. Have doubts regarding this product? Who betterto explain convertible arbitrage strategies? Deep Value Tobias E.
With the firm sinceMr. Basics of Convertible Securities. Alternative Investments Mark J. Quantitative Value Wesley R. Minimize risk and maximize profits with convertible arbitrage Convertible arbitrage involves purchasing a portfolio of convertible securities-generally convertible bonds-and hedging a portion of the cohvertible risk by selling short the underlying common stock.
Delta Hedge-Currency Hedge Overlay.
Why Hedge with Convertibles? Credit and Equity Considerations. Since his experience has centered on convertible securities investment. Managing the Convertible Arbitrage Manager.
Convertible arbitrage thusallows investors to create positions that achieve eithermarket-neutral returns or that have a bias towards asecurity’s future price, offering tools to both the defensiveand aggressive investor.
Basics of Convertible Arbitrage. Delta Estimates versus Theoretical Deltas. Written by leading investment authority Nick P. Insights and Techniques forSuccessful Hedging. Looking for beautiful books? Dynamic Rebalancing of the Delta Neutral Hedge. Value Investing Bruce C.
Convertible Arbitrage : Insights and Techniques for Successful Hedging
Convertible Arbitrage offers a thorough explanation of this unique investment strategy. Goodreads is the world’s largest site for readers with over 50 million reviews. Calamos, thiscomprehensive, just-in-time book covers: Bearish Tilt Gamma Convertible Convertble.
Filled with in-depth insights from an expert in the field, this comprehensive guide explores a wide range of convertible topics.
Hedging Volatility with Volatility Swaps. Dynamic Rebalancing of the Delta Neutral Hedge. This not-to-be-missed guide gives you: