Home > Term: Convertible Arbitrage
Convertible Arbitrage
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.
- Besedna vrsta: noun
- Industrija/področje: Financial services
- Category: General Finance
- Company: Bloomberg
0
Avtor
- Jessehe
- 40.13% positive feedback