|PDF Title||:||Quantitative Finance for Physicists|
|Author||:||Anatoly B. Schmidt|
|Total Page||:||179 Pages|
|PDF Size||:||1.99 MB|
|PDF Link||:||Read and Download|
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“Convertible arbitrage. Convertible bonds are bonds that can be converted into shares of the same company. Convertible bonds often decline less in a falling market than shares of the same company do.
Hence, the idea of the convertible arbitrage is buying convertible bonds and short-selling the underlying stocks. Fixed-income arbitrage. This strategy implies taking long and short positions in different fixed-income securities.
By watching the correlations between different securities, one can buy those securities that seem to become underpriced and sell short those that look overpriced. Mortgage-backed securities (MBS) arbitrage.
MBS is actually a form of fixed income with a prepayment option. Yet, there are so many different MBS that this makes them a separate business. Merger arbitrage. This form of arbitrage involves buying shares of a company that is being bought and short-selling the shares of the buying company.
The rationale behind this strategy is that companies are usually acquired at a premium, which sends down the stock prices of acquiring companies.”
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