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Boston Properties (A)

通常価格 ¥1,144 JPY
通常価格 セール価格 ¥1,144 JPY
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Investment manager Eliza Baena confronts an apparent convertible bond arbitrage opportunity when she notices a narrowing spread between two Boston Properties (BXP) bonds, one a convertible bond and the other a straight bond, in the wake of the 2008 Lehman bankruptcy. Baena must decide if there is an opportunity, how to structure a trade to exploit it, and how much of her fund's capital to allocate. Case exposition includes descriptions of basic financing arrangements that support arbitrage strategies, such as rehypothecation and margin lending.

【書誌情報】

ページ数:9ページ

サイズ:A4

商品番号:HBSP-211018

発行日:2010/12/14

登録日:2011/7/29

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