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: 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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Since his experience has centered on convertible securities investment. Bearish Tilt Gamma Convertible Hedge. Delta Neutral Hedge on Leverage. Deep Value Tobias E. Expected Returns Antti Ilmanen. Check out the top books of the year on our page Best Books of Safe and Secure Payments.

Convertible Arbitrage: Insights and Techniques for Successful Hedging

Request permission to reuse content from this site. Capturing the Gamma in a Convertible Hedge. 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.

Convertible Arbitrage offers a thorough explanation of this unique investment strategy. Rough Spots for Convertible Arbitrage. By using our website you agree to our use of cookies.


Convertible Arbitrage : Nick P. Calamos :

Delta Neutral Hedge Long Volatility. Insights and Techniques forSuccessful Hedging.

Insights and Techniques for Successful Hedging. He has spoken at various conferences and seminars throughout the country on convertible securities investing, has been quoted as an authority on convertible securities by leading financial publications such as Barron’s, Fortune, The Wall Street Journal, USA Today, and the New York Times, and has appeared on CNBC and Bloomberg television.

Investment Valuation Aswath Damodaran. Basket Hedging Equity Delta.

Alternative Investments Mark J. Basics of Convertible Arbitrage. 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.

Would you like to change to the site? We use cookies to give you the best possible experience. 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.

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. Since his experience has centered on convertible securities investment.


Convertible Arbitrage : Insights and Techniques for Successful Hedging

Credit Analysis and Equity Market Feedback. Convertible Research, Lehman Brothers “Nick Calamos is one of the most experienced and successfulconvertible bond managers in the mutual fund industry.

This increasingly popular strategy, which is especially useful during times of market volatility, allows individuals to increase their returns while decreasing their risks. Why Hedge with Convertibles? Dividend Reduction Convertible Hedge. Convertible Arbitrage—A Brief History.

Hedging Omicron with Volatility Swaps.

Hedging Systematic Risks with Index Options. Calamos is a member of the Investment Analysts Society of Chicago. Looking for beautiful books? Merger and Acquisition Risk Arbitrage Trades. Asset Value Credit Evaluation. Back cover copy Master convertible arbitrage and put profits within reach “Finally, we have a comprehensive, practical, and lucid book onconvertible arbitrage from one of the most seasoned investors inthis growing asset class.

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