Volatility Monetisation (Convertible Bond Arbitrage)

www3.nd.edu/~zda/Tea...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.

تعليق:

Visualisation of Delta i.magaimg.net/img/3maq.png