Convertible Arbitrage Strategy
A long-short strategy taking a long position in a company's convertible securities and a simultaneous short position in its equity shares, to profit from mispricing of the conversion ratio independent of stock price…
This one is not written up yet
The definition above is the short version. A full explanation — how it works, a worked example and the exam traps — is still being written. In the meantime the chapter below covers it in context.
Written up from the same chapter
Where this is taught
Free preparation for NISM Series XIX-B← All terms