Convertible Arbitrage: Insights and Techniques for Successful Hedging

Convertible Arbitrage: Insights and Techniques for Successful Hedging

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作者: Nick P. Calamos 著

出版社: Wiley

出版时间: 2003-06

版次: 1

ISBN: 9780471423614

定价: 562.10

装帧: 精装

开本: 其他

纸张: 其他

页数: 272页

正文语种: 英语

丛书: Wiley Finance Series

分类: 外文古旧书>英文书>经济

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Minimizeriskandmaximizeprofitswithconvertiblearbitrage
Convertiblearbitrageinvolvespurchasingaportfolioofconvertiblesecurities-generallyconvertiblebonds-andhedgingaportionoftheequityriskbysellingshorttheunderlyingcommonstock.Thisincreasinglypopularstrategy,whichisespeciallyusefulduringtimesofmarketvolatility,allowsindividualstoincreasetheirreturnswhiledecreasingtheirrisks.ConvertibleArbitrageoffersathoroughexplanationofthisuniqueinvestmentstrategy.Filledwithin-depthinsightsfromanexpertinthefield,thiscomprehensiveguideexploresawiderangeofconvertibletopics.Readerswillbeintroducedtoavarietyofmodelsforconvertibleanalysis,"theGreeks,"aswellasthefullrangeofhedges,includingtitledandleveragedhedges,aswellasswaps,nontraditionalhedges,andoptionhedging.Theywillalsogainafirmunderstandingofalternativeconvertiblestructures,theuseofforeignconvertiblesinhedging,riskmanagementattheportfoliolevel,andtradingandhedgingrisks.ConvertibleArbitrageeliminatesanyconfusionbyclearlydifferentiatingconvertiblearbitragestrategyfromotherhedgingtechniquessuchaslong-shortequity,mergerandacquisitionarbitrage,andfixed-incomearbitrage.
NickCalamos(Naperville,IL)overseesresearchandportfoliomanagementforCalamosAssetManagement,Inc.Since1983hisexperiencehascenteredonconvertiblesecuritiesinvestment.HereceivedhisundergraduatedegreeineconomicsfromSouthernIllinoisUniversityandanMSinfinancefromNorthernIllinoisUniversity. NICKP.CALAMOSistheHeadofInvestmentsandChiefInvestmentOfficeroverseeingresearchandportfoliomanagementforCalamosAssetManagement,Inc.,oneofthelargestandmostwell-knownconvertibleinvestmentfirmsinthecountry.Heoverseesthe#1ConvertibleFundandthe#1GrowthFundasratedbyLipperandMorningstarfortheten-yearperiodended12/31/02.Withthefirmsince1983,Mr.CalamoshasbeeninstrumentalindevelopingtheCalamosConvertibleResearchSystem(CCRS),asophisticated,proprietaryresearchsystemthatmonitorsandscanstheentiremarketforthebestavailableinvestmentopportunities.ACharteredFinancialAnalyst(CFA),Mr.CalamosisamemberoftheInvestmentAnalystsSocietyofChicago.Hehasspokenatvariousconferencesandseminarsthroughoutthecountryonconvertiblesecuritiesinvesting,hasbeenquotedasanauthorityonconvertiblesecuritiesbyleadingfinancialpublicationssuchasBarron’s,Fortune,TheWallStreetJournal,USAToday,andtheNewYorkTimes,andhasappearedonCNBCandBloombergtelevision.HereceivedhisundergraduatedegreeineconomicsfromSouthernIllinoisUniversityandanMSinfinancefromNorthernIllinoisUniversity.
内容简介:
Minimizeriskandmaximizeprofitswithconvertiblearbitrage
Convertiblearbitrageinvolvespurchasingaportfolioofconvertiblesecurities-generallyconvertiblebonds-andhedgingaportionoftheequityriskbysellingshorttheunderlyingcommonstock.Thisincreasinglypopularstrategy,whichisespeciallyusefulduringtimesofmarketvolatility,allowsindividualstoincreasetheirreturnswhiledecreasingtheirrisks.ConvertibleArbitrageoffersathoroughexplanationofthisuniqueinvestmentstrategy.Filledwithin-depthinsightsfromanexpertinthefield,thiscomprehensiveguideexploresawiderangeofconvertibletopics.Readerswillbeintroducedtoavarietyofmodelsforconvertibleanalysis,"theGreeks,"aswellasthefullrangeofhedges,includingtitledandleveragedhedges,aswellasswaps,nontraditionalhedges,andoptionhedging.Theywillalsogainafirmunderstandingofalternativeconvertiblestructures,theuseofforeignconvertiblesinhedging,riskmanagementattheportfoliolevel,andtradingandhedgingrisks.ConvertibleArbitrageeliminatesanyconfusionbyclearlydifferentiatingconvertiblearbitragestrategyfromotherhedgingtechniquessuchaslong-shortequity,mergerandacquisitionarbitrage,andfixed-incomearbitrage.
NickCalamos(Naperville,IL)overseesresearchandportfoliomanagementforCalamosAssetManagement,Inc.Since1983hisexperiencehascenteredonconvertiblesecuritiesinvestment.HereceivedhisundergraduatedegreeineconomicsfromSouthernIllinoisUniversityandanMSinfinancefromNorthernIllinoisUniversity.
作者简介:
NICKP.CALAMOSistheHeadofInvestmentsandChiefInvestmentOfficeroverseeingresearchandportfoliomanagementforCalamosAssetManagement,Inc.,oneofthelargestandmostwell-knownconvertibleinvestmentfirmsinthecountry.Heoverseesthe#1ConvertibleFundandthe#1GrowthFundasratedbyLipperandMorningstarfortheten-yearperiodended12/31/02.Withthefirmsince1983,Mr.CalamoshasbeeninstrumentalindevelopingtheCalamosConvertibleResearchSystem(CCRS),asophisticated,proprietaryresearchsystemthatmonitorsandscanstheentiremarketforthebestavailableinvestmentopportunities.ACharteredFinancialAnalyst(CFA),Mr.CalamosisamemberoftheInvestmentAnalystsSocietyofChicago.Hehasspokenatvariousconferencesandseminarsthroughoutthecountryonconvertiblesecuritiesinvesting,hasbeenquotedasanauthorityonconvertiblesecuritiesbyleadingfinancialpublicationssuchasBarron’s,Fortune,TheWallStreetJournal,USAToday,andtheNewYorkTimes,andhasappearedonCNBCandBloombergtelevision.HereceivedhisundergraduatedegreeineconomicsfromSouthernIllinoisUniversityandanMSinfinancefromNorthernIllinoisUniversity.

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