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.

Hedge Funds, Alternative Investments, Convertible Arbitrage, Convertible Bonds, Delta Hedging
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.