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