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Convertible arbitrage : insights and techniques for successful hedging / Nick P. Calamos.
Material type:
TextSeries: Wiley finance seriesPublication details: Hoboken, N.J. : John Wiley, c2003.Description: xii, 292 p. : ill. ; 24 cmISBN: - 0471423610 (CLOTH)
- 332.64/5 21
- HG6024.A3 C345 2003
Contents:
Convertible arbitrage, an overview -- Valuation -- The Greeks -- Credit and equity considerations -- Convertible arbitrage techniques -- Gamma hedging -- Convertible option hedge techniques -- Convertible asset swaps and credit default swaps -- Non-traditional hedges.
| Item type | Current library | Call number | Status | Date due | Barcode | |
|---|---|---|---|---|---|---|
| Books | Main-Graduate School Library General Circulation | 332.64C141 (Browse shelf(Opens below)) | Available | 3BPSU00041182R |
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Includes index.
Convertible arbitrage, an overview -- Valuation -- The Greeks -- Credit and equity considerations -- Convertible arbitrage techniques -- Gamma hedging -- Convertible option hedge techniques -- Convertible asset swaps and credit default swaps -- Non-traditional hedges.
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