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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 : 單行本
正題名/作者:	Convertible arbitrage :/ Nick 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 series
標題:	Hedging (Finance) -
電子資源:	http://www.loc.gov/catdir/toc/wiley031/2003000580.html
ISBN:	0471423610 (hbk. : CLOTH) :

Convertible arbitrage :insights and techniques for successful hedging /
Calamos, Nick,1961-

Convertible arbitrage :insights and techniques for successful hedging /Nick Calamos. - Hoboken, N.J. :John Wiley,c2003. - xii, 292 p. :ill. ;24 cm. - Wiley finance series.

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 (hbk. : CLOTH) :NT1895

LCCN: 2003000580Subjects--Topical Terms:

150618
Hedging (Finance)

LC Class. No.: HG6024.A3 / C345 2003

Dewey Class. No.: 332.64/5

Convertible arbitrage :insights and techniques for successful hedging /
LDR:01027cam _22002418a_450 001 135987
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035 $a 00073963
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042 $a pcc
050 0 0 $a HG6024.A3 $b C345 2003
082 0 0 $a 332.64/5 $2 21
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100 1 $a Calamos, Nick, $d 1961- $3 158315
245 1 0 $a Convertible arbitrage : $b insights and techniques for successful hedging / $c Nick Calamos.
260 $a Hoboken, N.J. : $b John Wiley, $c c2003.
300 $a xii, 292 p. : $b ill. ; $c 24 cm.
440 0 $a Wiley finance series
500 $a Includes index.
505 0 $a 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.
650 0 $a Hedging (Finance) $3 150618
650 0 $a Arbitrage. $3 158316
856 4 1 $3 Table of contents $u http://www.loc.gov/catdir/toc/wiley031/2003000580.html

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