The revision of this important work contains all new data on the long-overlooked convertible securities market. It offers invaluable information on the analytical as well as the statistical tools which investors need to add quality to their investment portfolios. Topics include: -
* Convertible securities as an asset class and as an alternative investment
* Market capitalization of convertible securities
* An overview of the equity warrant market
* Special provisions in the warrant markets
* Finding undervalued warrants
* Convertible bond hedging strategies
* Portfolio management
About the Authors
Acknowledgments
List of Tables
List of Graphs
Introduction
Section I : Equity Warrants
Chapter 1 : The U.S. Warrant Universe
Chapter 2 : Warrant Terms and Special Provisions
Chapter 3 : Warrant Valuation and Investment Strategies
Chapter 4 : International Warrants
Section II : Convertible Bonds and Preferred Stocks
Chapter 5 : The U.S. Convertible Bond Universe
Chapter 6 : The U.S. Convertible Preferred Stock Universe
Chapter 7 : Convertible Bond Valuation
Chapter 8 : U.S. Convertible Securities Indexes
Chapter 9 : International Convertible Securities
Section III : Convertible Bond Hedging Strategies
Chapter 10 : Hedging Convertible Bonds With Common Stock
Chapter 11 : Hedging Convertible Bonds With Equity Options
Chapter 12 : Hedging Convertible Portfolios With Index Options
Section IV : Portfolio Management
Chapter 13 : Convertible Asset Classes
Chapter 14 : Performance Valuation
Appendices
Appendix A : Review and Analysis of Formulas for Warrants and Convertible Bonds
Appendix B : Convertible Funds
Appendix C : Basic Equity Option Strategies
Appendix D : U.S. Convertible Securities Sub-Indexes
Appendix E : U.S. Convertible Securities Indexes-Long-Term Data
Glossary
Index
