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UnknownUnicorn2421992
2018년 6월 19일 오전 9시 39분

Volatility Monetisation (Convertible Bond Arbitrage)  

VOLATILITY S&P 500TVC

설명

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.

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Visualisation of Delta i.magaimg.net/img/3maq.png
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Doc-al-Citadel
lovely
UnknownUnicorn2421992
@qdoc, I feel like this is stuff you aren't supposed to share with retail "traders" hmm :)
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