The case delve into the real-world intricacies of the convertible arbitrage strategy in hedge funds, and it analyzes the sources of profit and risk. Moreover, it analyzes the use of delta hedging.

Additional Metadata
Keywords Hedge Funds, Alternative Investments, Convertible Arbitrage, Convertible Bonds, Delta Hedging
Publisher Incae Business School
Series INCAE Cases
Citation
Barbosa, F., & Raventós, P. (2017). Muon Capital Management (D): Convertible Arbitrage (No. 31180). INCAE Cases. Incae Business School.