Introducing a revolutionary new quantitative approach to hybrid securities valuation and risk management To an equity trader they are shares. For the trader at

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Minimize risk and maximize profits with convertible arbitrage Convertible arbitrage involves purchasing a portfolio of convertible securities-generally converti

First published in 2001. The revision of this important work contains all new data on the long-overlooked convertible securities market. It offers invaluable in

The definitive book on the subject, Convertible Securities explains the various types of convertible instruments, valuation and pricing methods, and investment