Volatility Monetisation (Convertible Bond Arbitrage)
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www3.nd.edu/~zda/TeachingNote_ConvertibleBonds.pdf
This is a very basic explanation. Can be applied to TSLA convertibles or any others fitting desirable criteria.
Monetised vol., yield and income generation can result in hypothetical annual returns above 6% without prime broker leverage.
This is a very basic explanation. Can be applied to TSLA convertibles or any others fitting desirable criteria.
Monetised vol., yield and income generation can result in hypothetical annual returns above 6% without prime broker leverage.
註釋
Visualisation of Delta i.magaimg.net/img/3maq.png
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