: 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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Inside the Black Box Rishi K. The practice of convertible arbitrage takes advantage of theunique hybrid nature of convertible securities, which combine bothfixed-income and equity characteristics. Rough Spots for Convertible Arbitrage.
Calamos is a member of the Investment Analysts Society of Chicago. Since his experience has centered on convertible securities investment.
Asset Value Credit Evaluation. Bearish Tilt Gamma Convertible Hedge. 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. Expected Returns Antti Ilmanen.
Written by leading investment authority Nick P. Financial Statement Analysis Martin S. Capturing the Gamma in a Convertible Hedge. Monetization of a Cheap Embedded Call Option.
Trading Desk Value Added. Read an Excerpt Excerpt 1: Trading Desk Value Added. Other books in this series. Delta Neutral Hedge on Leverage. We’re featuring millions of their reader ratings on our book pages to help you find your new favourite book. Delta Neutral Hedge Long Volatility. Since his experience has centered on convertible securities investment. Calamos shows you waysto make the most of convertible arbitrage, explaining how to boostreturns while decreasing risk-no matter what the market isdoing.
Quantitative Value Wesley R.
Convertible Option Hedge Techniques. A top-to-bottom arvitrage of convertible arbitrage-itshistory, 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.
Calamos, thiscomprehensive, just-in-time book covers: Hedging Omicron with Volatility Swaps.
Convertible Arbitrage : Insights and Techniques for Successful Hedging
Filled with in-depth insights from an expert in the field, this comprehensive guide explores a wide range of convertible topics. Request permission to reuse content from this site. They will also gain a firm understanding of alternative convertible structures, the use of foreign convertibles in hedging, risk management at the portfolio level, and trading and hedging risks.
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 risk by selling short the underlying common stock.
This increasingly popular strategy, which is especially useful during times of market volatility, allows individuals to increase their returns while decreasing their risks. Delta Hedge-Currency Hedge Overlay. Insights and Techniques for Successful Hedging. Deep Value Tobias E. Hedging Systematic Risks with Index Options. Basics of Convertible Securities. Convertible Arbitrage—A Brief History. Auflage Illustrations note w.
Convertible Arbitrage : Nick P. Calamos :
Filled with in-depth insights from an expert in the field, this comprehensive guide explores a wide clamos of convertible topics. Have doubts regarding this product? Delta Neutral Hedge on Leverage.