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. Convertible Arbitrage offers a thorough explanation of this unique investment strategy. Filled with in-depth insights from an expert in the field, this comprehensive guide explores a wide range of convertible topics. 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. 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. 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. Nick Calamos (Naperville, IL) oversees research and portfolio management for Calamos Asset Management, Inc. Since 1983 his experience has centered on convertible securities investment. He received his undergraduate degree in economics from Southern Illinois University and an MS in finance from Northern Illinois University.
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非常全面概述了可转债的策略，主要讲的是delta hedge, 但由此衍生出很多策略，甚至包括做空受限时的对冲策略。
评分非常全面概述了可转债的策略，主要讲的是delta hedge, 但由此衍生出很多策略，甚至包括做空受限时的对冲策略。
评分非常全面概述了可转债的策略，主要讲的是delta hedge, 但由此衍生出很多策略，甚至包括做空受限时的对冲策略。
评分非常全面概述了可转债的策略，主要讲的是delta hedge, 但由此衍生出很多策略，甚至包括做空受限时的对冲策略。
评分非常全面概述了可转债的策略，主要讲的是delta hedge, 但由此衍生出很多策略，甚至包括做空受限时的对冲策略。
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