: 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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Convertible Arbitrage eliminates any confusion by clearly differentiating convertible arbitrage strategy from other hedging techniques such as long-short equity, merger and acquisition arbitrage, and fixed-income arbitrage. Other books in this series. Delta Neutral Hedge Long Volatility.

Delta Neutral Hedge on Leverage. Filled with in-depth arbitrahe from an expert in the field, this comprehensive guide explores a wide range of convertible topics.

Convertible Arbitrage : Nick P. Calamos :

Hedging Systematic Risks with Index Options. Delta Estimates versus Theoretical Deltas. The Best Books of Auflage Illustrations note w. By using arbitragge website you agree to our use of cookies. You are currently using the site but have requested a page in the site. Credit and Equity Considerations.


They will also gain a firm understanding of alternative convertible structures, the use of foreign calsmos in hedging, risk management at the portfolio level, and trading and hedging risks. Reset Convertibles or Death Spiral Convertibles.

Check out the top books of the year on our page Best Books of Calamos, thiscomprehensive, just-in-time book covers: Convertible Arbitrage offers a thorough explanation of this unique investment strategy. This increasingly popular strategy, which is arbitrxge useful during times of market volatility, allows individuals to increase their returns while decreasing their risks.

Convertible Arbitrage: Insights and Techniques for Successful Hedging

Credit Analysis and Equity Market Feedback. Filled with in-depth insights from an expert in the field, this comprehensive guide explores a wide range of convertible topics. It takes Convertible Arbitrage: Delta Hedge—Currency Hedge Overlay. Trading Desk Value Added.

Convertible Research, Lehman Brothers “Nick Calamos is one of the most experienced and successfulconvertible bond managers in the mutual fund industry. Table of contents Reviews Chapter 1. Arhitrage Reduction Convertible Hedge. Basket Hedging Equity Delta. Delta Estimates versus Theoretical Deltas.


It’s no surprise, then, that amidst the backdrop of marketvolatility and investor uncertainty, the field of convertiblearbitrage keeps growing. Inside the Black Box Rishi K.

Not only does Convertible Arbitrage put thosetechniques at your fingertips, it also helps you use thosetechniques to prepare for-and profit from-new twists inconvertible terms, types of securities, or derivative hedgeproducts. Visit our Beautiful Books page and find lovely books for kids, photography lovers and more.

Convertible Option Hedge Techniques. Basics of Convertible Arbitrage. Insights and Techniques forSuccessful Hedging.