Sentences with phrase «capital structure arb»

The capital structure arb would say that he would view the bondholders as short a put from the equityholders, estimate the value of that option using the stock price, equity option implied volatility, and capital structure, and would back into the spread using that data.

The derivatives trader says «Whatever, I make my money in all markets» and the capital structure arb smiles and nods.

Not exact matches

My investment experience is across the capital structure: long / short credit, leveraged loans, convert arb / outright, and event driven.