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Convertible arbitrage : = insights a...
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Calamos, Nick, (1961-)
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Convertible arbitrage : = insights and techniques for successful hedging /
紀錄類型:
書目-語言資料,印刷品 : Monograph/item
正題名/作者:
Convertible arbitrage :/ Nick P. Calamos.
其他題名:
insights and techniques for successful hedging /
作者:
Calamos, Nick,
出版者:
Hoboken, N.J. :John Wiley, : c2003.,
面頁冊數:
xii, 292 p. :ill. ;24 cm.
附註:
Includes index.
叢書名:
Wiley finance
內容註:
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.
標題:
Arbitrage. -
ISBN:
0471423610 :
Convertible arbitrage : = insights and techniques for successful hedging /
Calamos, Nick,1961-
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.
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.
ISBN: 0471423610 :US65.00
LCCN: 2003000580Subjects--Topical Terms:
646738
Arbitrage.
LC Class. No.: HG6024.A3 / C345 2003
Dewey Class. No.: 332.64/5
Convertible arbitrage : = insights and techniques for successful hedging /
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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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