: 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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Filled with in-depth insights from an expert in the field, this comprehensive guide explores a wide range of convertible topics.
Business, Investing and Management Books.
Not only does Convertible Arbitrage put thosetechniques at your fingertips, it also helps you use thosetechniques to prepare converhible profit from-new twists inconvertible terms, types of securities, or derivative hedgeproducts. Delta Neutral Hedge Long Volatility. 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.
Check out the top books of the year on our page Best Books of Convertible Research, Lehman Brothers “Nick Calamos is one of the most experienced and successfulconvertible bond managers in the mutual fund industry. Why Hedge with Convertibles?
Would you like to change to the site? Delta Neutral Hedge Long Volatility. Dynamic Rebalancing of the Delta Neutral Hedge. Expected Returns Antti Ilmanen. Hedging Systematic Risks with Index Options.
The Mechanics of Convertible Asset Swapping. Convettible Estimates versus Theoretical Deltas. Capturing the Gamma in a Convertible Hedge. Reset Convertibles or Death Spiral Convertibles. Convertible Option Hedge Techniques. Alternative Investments Mark J. Safe and Secure Payments.
Readers will be introduced to a variety of models for convertible analysis, “the Greeks,” as well as the full range arbirrage hedges, including titled and leveraged hedges, as well as swaps, nontraditional hedges, and option hedging. Financial Modeling and Valuation Paul Pignataro.
Convertible Arbitrage : Insights and Techniques for Successful Hedging
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. Quantitative Momentum Wesley R. Convertible Arbitrage offers a thorough explanation of this unique investment strategy.
Why Hedge with Convertibles?
Description 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 equity convertilbe by selling short the underlying common stock.
Calamos has been instrumental in developing the Calamos Convertible Research System CCRSa sophisticated, proprietary research system that monitors and scans the entire market for the best available investment opportunities.
Convertible Arbitrage : Nick P. Calamos :
Calamos is a member of the Investment Analysts Society of Chicago. Merger and Acquisition Risk Arbitrage Trades. Trading Desk Value Added.
Bearish Gamma Hedge arbitragge Leverage. Convertible Arbitrage offers a thorough explanation of this unique investment strategy. Read an Excerpt Excerpt 1: We’re featuring millions of their reader ratings on our book pages to help you find your new favourite book.