Calamos, Nick,  1961- <br/><br/>
Convertible arbitrage :  insights and techniques for successful hedging / 
Nick P. Calamos. 
 - Hoboken, N.J. :  John Wiley,  c2003. 
 - xii, 292 p. :  ill. ;  24 cm. 
 - Wiley finance series .
<br/><br/> Includes index. 
<br/><br/>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. 
<br/><br/><label>ISBN: </label>0471423610 (CLOTH) 
<br/><br/><label>LCCN: </label>2003000580 
<br/><br/><label>Subjects--Topical Terms: </label><br/>Arbitrage.<br/>Hedging (Finance)
<br/><br/><label>LC Class. No.: </label>HG6024.A3  / C345 2003 
<br/><br/><label>Dewey Class. No.: </label>332.64/5