Global Convertible Investing: The Gabelli Way

List of Figures

List of Tables

Introduction

Preface

Acknowledgments

PART ONE: THE CONVERTIBLE BASICS

Chapter 1: Anatomy of a Convertible

Chapter 2: Convertible Structures: Let Me Count the Ways

Chapter 3: Understanding the Prospectus: Caveat Emptor

Chapter 4: Global Convertible Markets

Chapter 5: Benchmarks and Performance: Global and Domestic Indices

Chapter 6: Convertible Valuation: A Cultural Overview

PART TWO: CONVERTIBLE PRICING AND VALUATION

Chapter 7: Option Pricing Theory

Chapter 8: Using the Black-Scholes Model to Price a Convertible Bond

Chapter 9: Sensitivity Analysis: The Greeks

Chapter 10: Convertible Bond Pricing: Binomial Trees

Chapter 11: Convertible Bond Pricing: Put plus Stock plus Yield Advantage

PART THREE: CONVERTIBLE HEDGING

Chapter 12: Convertible Arbitrage

Chapter 13: Hedging with Options

Chapter 14: Hedging Interest Rate and Default Risk

Chapter 15: Hedging Currency Risk

PART FOUR: SPECIAL TOPICS

Chapter 16: Mandatory Convertible Securities

Chapter 17: Busted Convertibles: Market Overview

Chapter 18: Investing in Busted Convertibles

Chapter 19: The Investment Decision

Epilogue

Appendix 1: MCS Name Variations

Appendix 2: Useful Internet Sites

Glossary of Notation

Glossary of Terms

Bibliography

Index