Simulating Convertible Bond Arbitrage Portfolios

Mark Hutchinson

doi:10.2139/ssrn.1636159

Simulating Convertible Bond Arbitrage Portfolios

Mark Hutchinson

Research output: Contribution to journal › Article › peer-review

Original language	English
Journal	SSRN Electronic Journal
DOIs	https://doi.org/10.2139/ssrn.1636159
Publication status	Published - 2010

Keywords

Convertible arbitrage
Convertible bond
Arbitrage
Convertible
Bond
Financial economics
Business
Economics
Risk arbitrage
Finance
Arbitrage pricing theory
Capital asset pricing model
Engineering
Structural engineering

Access to Document

10.2139/ssrn.1636159

https://openalex.org/W2018007395Licence: CC BY-NC-ND

Cite this

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title = "Simulating Convertible Bond Arbitrage Portfolios",

keywords = "Convertible arbitrage, Convertible bond, Arbitrage, Convertible, Bond, Financial economics, Business, Economics, Risk arbitrage, Finance, Arbitrage pricing theory, Capital asset pricing model, Engineering, Structural engineering",

author = "Mark Hutchinson",

year = "2010",

doi = "10.2139/ssrn.1636159",

language = "English",

journal = "SSRN Electronic Journal",

issn = "1556-5068",

}

TY - JOUR

T1 - Simulating Convertible Bond Arbitrage Portfolios

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KW - Convertible

KW - Bond

KW - Financial economics

KW - Business

KW - Economics

KW - Risk arbitrage

KW - Finance

KW - Arbitrage pricing theory

KW - Capital asset pricing model

KW - Engineering

KW - Structural engineering

U2 - 10.2139/ssrn.1636159

DO - 10.2139/ssrn.1636159

M3 - Article

SN - 1556-5068

JO - SSRN Electronic Journal

JF - SSRN Electronic Journal

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