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Glossary   >   C   >   "Convertible arbitrage" Definition            Convertible arbitrage Mainly applies to convertible securities. A practice, usually of buying a convertible bond and shorting a percentage of the equivalent underlying common shares to create a positive cash flow position (with expected returns above the riskless rate) in a static environment and capital appreciation should the convertibles premium expand. This form of investing is far from riskless and requires constant monitoring. See: Chinese hedge and set up. Glossary    Dictionary Search (powered by Google) WWW ITLOCUS.COM GLOSSARY.ITLOCUS.COM Translate a web page (powered by Google)      to German Spanish French Italian Portuguese Japanese Korean Chinese

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Convertible arbitrage \ Mainly applies to convertible securities. A practice, usually of buying a convertible bond and shorting a percentage of the equivalent underlying common shares to create a positive cash flow position (with expected returns above the riskless rate) in a static environment and capital appreciation should the convertibles premium expand. This form of investing is far from riskless and requires constant monitoring. See: Chinese hedge and set up.