Xem 1-3 trên 3 kết quả Convertible arbitrage
  • .Praise for Hedge Fund of Funds Investing: An Investor’s Guide by Joseph G. Nicholas “Hedge funds of funds are at the leading edge of the broad move into hedge investing by the mainstream of private wealth management.

    pdf287p vigro23 24-08-2012 58 33   Download

  • CHAPTER 9 The Time Is Now for Equity Market Neutral. As is the case with convertible arbitrage and fixed-income hedge fund investing, equity market neutral is characterized as a relative value strategy. However, it is not pure arbitrage; this strategy generally trades on the differences in value across a wider range of less closely related securities

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  • A convertible bond is a security that the holder can convert into a specified number of underlying shares. We enrich the standard model by introducing some default risk of the issuer. Once default has occured payments stop immediately. In the context of a reduced form model with infinite time horizon driven by a Brownian motion, analytical formulae for the no-arbitrage price of this American contingent claim are obtained and characterized in terms of solutions of free boundary problems.

    pdf29p taisaocothedung 12-01-2013 13 1   Download

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