Fernando Barbosa, Pedro Raventós
Abstract
The case delve into the real-world intricacies of the convertible arbitrage strategy in hedge funds, and it analyzes the sources of profit and risk. Moreover, it analyzes the use of delta hedging.
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The case delve into the real-world intricacies of the convertible arbitrage strategy in hedge funds, and it analyzes the sources of profit and risk. Moreover, it analyzes the use of delta hedging.
Key concepts: Convertible arbitrage, Convertible, Arbitrage, Hedge fund, Business, Fixed income arbitrage, Risk arbitrage, Profit (economics)