Значение слова "CONVERTIBLE ARBITRAGE" найдено в 2 источниках

CONVERTIBLE ARBITRAGE

найдено в "Financial and business terms"

convertible arbitrage: translation

A practice, usually of buying a convertible bond and shorting a percentage of the equivalent underlying common shares, to create a positive cash flow position (with expected returns above the riskless rate) in a static environment and benefit from capital appreciation should the convertible's premium rise.This form of investing is far from riskless and requires constant monitoring. Bloomberg Financial Dictionary

See: Chinese hedge and setup

In the context of hedge funds, a style of management that involves the simultaneous purchase of a convertible bond and the short sale of shares of the underlying stock. interest rate risk may or may not be hedged. Bloomberg Financial Dictionary

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Buying convertible bonds and selling short the shares into which they can be converted.

► See also Arbitrage, Convertible Bond, Short.

найдено в "Investment dictionary"

Convertible Arbitrage: translation

An investing strategy that involves the long position on a convertible security and a short position in its converting common stock.

This strategy attempts to exploit profits when there is a pricing error made in the conversion factor of the convertible security.

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