Convertible bond arbitrage smart beta
Peter J. Zeitsch
| Year of publication: |
2024
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|---|---|
| Authors: | Zeitsch, Peter J. |
| Published in: |
Computational economics. - Dordrecht [u.a.] : Springer Science + Business Media B.V., ISSN 1572-9974, ZDB-ID 1477445-8. - Vol. 63.2024, 1, p. 159-192
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| Subject: | Convertible bond arbitrage | Implied volatility term structure | Long omicron | Long vega | Smart beta | Wandelanleihe | Convertible bond | Arbitrage | Zinsstruktur | Yield curve | Theorie | Theory | Betafaktor | Beta risk | Volatilität | Volatility |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10614-022-10335-6 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014472067