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Simulating convertible bond arbitrage portfolios

Research output: Contribution to journalArticlepeer-review

Original languageEnglish
JournalApplied Economics
DOIs
Publication statusPublished - 2008

Keywords

  • Convertible arbitrage
  • Arbitrage
  • Convertible
  • Economics
  • Convertible bond
  • Bond
  • Financial economics
  • Monetary economics
  • Econometrics
  • Physics
  • Risk arbitrage
  • Finance
  • Arbitrage pricing theory
  • Capital asset pricing model
  • Thermodynamics

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