GARP Digital Library

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Books/Articles BY

 
Convertible Arbitrage: Insights and Techniques for Successful Hedging

 
 
 


Chapter 5

Reading Title:
Reading Author(s):
Book Title:
Book Author(s):
Chapter:
5
Publisher:
Reading Price:
GARP Member (Non-Affiliate):   US$4.50
 
Affiliate & Non-Member:            US$$5.00

Summary:

The chapter provides a well written (and much needed) coverage on the issues of hedging, especially delta hedging, for the convertible arbitrage hedge fund strategy. It is recommendable to anybody with the desire for a knowledge on convertible arb that goes beyond marketing brochers or hedge fund intros. ... click here for more details.






Chapter 6

Reading Title:
Reading Author(s):
Book Title:
Book Author(s):
Chapter:
6
Publisher:
Reading Price:
GARP Member (Non-Affiliate):   US$4.50
 
Affiliate & Non-Member:            US$$5.00

Summary:

The chapter provides a well written (and much needed) coverage on the issues of gamma trading in the convertible arbitrage hedge fund strategy. It is recommendable to anybody with the desire for a knowledge on convertible arb that goes beyond marketing brochers or hedge fund intros. In particular, ... click here for more details.






Chapter 7

Reading Title:
Reading Author(s):
Book Title:
Book Author(s):
Chapter:
7
Publisher:
Reading Price:
GARP Member (Non-Affiliate):   US$4.50
 
Affiliate & Non-Member:            US$$5.00

Topics Covered:

Convertible arbitrage hedge fund, convertible option hedge techniques, covered convertible call option hedge, long convertible stock hedge with call write overlay, synthetic bond, convertible stock hedge, convertible hedge call write with protective long put, mandatory convertible preferred stock hedge with call write overlay





Chapter 8

Reading Title:
Reading Author(s):
Book Title:
Book Author(s):
Chapter:
8
Publisher:
Reading Price:
GARP Member (Non-Affiliate):   US$4.50
 
Affiliate & Non-Member:            US$$5.00

Topics Covered:

Convertible arbitrage hedge fund, convertible asset swaps, credit default swaps (CDS), convertible asset swapping mechanics, swap hedge setup, convertible bond credit default swap, credit spread movements, basket credit derivatives, asset swap term sheet, credit default swap term sheet





Chapter 9

Reading Title:
Reading Author(s):
Book Title:
Book Author(s):
Chapter:
9
Publisher:
Reading Price:
GARP Member (Non-Affiliate):   US$4.50
 
Affiliate & Non-Member:            US$$5.00

Topics Covered:

Convertible arbitrage hedge fund, non-traditional hedges, reverse hedge, call option hedge, stock hedge with put options, convergence hedges, implied volatility convergence, credit spread convergence, merger and acquisition risk arbitrage trades, reset convertibles (or death spiral convertibles), capital structure hedge, distressed convertible hedge or negative gamma hedge opportunities, negative gamma bankruptcy valuation, negative gamma bull hedge, active rebalancing, hedging mandatory issues, basket hedging equity delta, synthetic worksheet hedge, dividend reduction convertible hedge, trading desk value added, bid-ask spread arbitrage, hot new issues, trade execution, convertible arbitrage take-over risks



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GARP Digital Library