Volatility Monetisation (Convertible Bond Arbitrage)
Updated
www3.nd.edu/~zda/TeachingNote_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.
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.
Note
Visualisation of Delta i.magaimg.net/img/3maq.png
Related publications
Disclaimer
The information and publications are not meant to be, and do not constitute, financial, investment, trading, or other types of advice or recommendations supplied or endorsed by TradingView. Read more in the Terms of Use.