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.

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Incae Business School
INCAE Cases
Incae Business School

Barbosa, F., & Raventós, P. (2017). Muon Capital Management (D): Convertible Arbitrage (No. 31180). INCAE Cases. Incae Business School.