Title Convertible arbitrage : insights and techniques for successful hedging / Nick P. Calamos

Published Hoboken, N.J. : John Wiley, [2003] ©2003

Copies

Location	Call no.	Vol.	Availability
MELB	332.645 Cal/Cai		AVAILABLE

Description xii, 292 pages ; 24 cm Series Wiley finance series Wiley finance series. Contents Ch. 1. Convertible Arbitrage: An Overview -- Ch. 2. Valuation -- Ch. 3. The Greeks -- Ch. 4. Credit and Equity Considerations -- Ch. 5. Convertible Arbitrage Techniques - Delta Hedging -- Ch. 6. Gamma Capture Hedging -- Ch. 7. Convertible Option Hedge Techniques -- Ch. 8. Convertible Asset Swaps and Credit Default Swaps -- Ch. 9. Non-traditional Hedges -- Ch. 10. Portfolio Risk Management Notes Includes index Subject Hedging (Finance) Arbitrage. LC no. 2003000580 ISBN 0471423610 hardback

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