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Introduction

Convertible bond arbitrage strategies have gained popularity in recent years as a unique and complex investment strategy that involves exploiting pricing inefficiencies in the market. This thesis aims to comprehensively analyze various convertible bond arbitrage strategies and their implications for investors. By providing a detailed examination of the factors influencing convertible bond arbitrage strategies and their impact on financial markets, this study seeks to contribute to the existing literature on this topic.

1.1 Introduction
1.2 Background of study
1.3 Problem Statement
1.4 Objective of study
1.5 Limitation of study
1.6 Scope of study
1.7 Significance of study
1.8 Structure of the Thesis
1.9 Definition of terms

Chapter Two: Literature Review
2.1 Overview of Convertible Bonds
2.2 Market Efficiency and Convertible Bond Pricing
2.3 Convertible Bond Arbitrage Strategies
2.4 Risk Management in Convertible Bond Arbitrage
2.5 Empirical Studies on Convertible Bond Arbitrage
2.6 Factors Influencing Convertible Bond Arbitrage
2.7 Regulatory Environment for Convertible Bond Arbitrage
2.8 Comparison of Convertible Bond Arbitrage Strategies with Other Investment Strategies
2.9 Case Studies on Convertible Bond Arbitrage
2.10 Summary of Literature Review

Chapter Three: Research Methodology
3.1 Research Design
3.2 Data Collection Methods
3.3 Sample Selection
3.4 Data Analysis Techniques
3.5 Variables and Measures
3.6 Ethical Considerations
3.7 Limitations of Research Methodology
3.8 Validity and Reliability of Research Findings

Chapter Four: Discussion of Findings
4.1 Overview of Research Findings
4.2 Analysis of Convertible Bond Arbitrage Strategies
4.3 Impact of Market Conditions on Convertible Bond Arbitrage
4.4 Comparison of Different Convertible Bond Arbitrage Strategies
4.5 Risk-Return Profile of Convertible Bond Arbitrage
4.6 Challenges and Opportunities in Convertible Bond Arbitrage
4.7 The Future of Convertible Bond Arbitrage
4.8 Recommendations for Investors

Chapter Five: Conclusion and Summary
5.1 Summary of Findings
5.2 Contributions to Existing Literature
5.3 Implications for Investors
5.4 Future Research Directions
5.5 Conclusion

Thesis Overview: Convertible Bond Arbitrage Strategies

Convertible bond arbitrage strategies involve taking advantage of mispricing between the convertible bond and its underlying stock. This thesis aims to explore the various strategies used by investors to profit from these pricing inefficiencies and to provide a comprehensive analysis of the factors influencing convertible bond arbitrage.

The introduction section will present the background of the study, problem statement, objectives, limitations, scope, significance, structure of the thesis, and definition of terms. The literature review chapter will provide an overview of convertible bonds, discuss market efficiency, pricing, and risk management in convertible bond arbitrage, and review empirical studies and case studies on the topic.

The research methodology chapter will outline the research design, data collection methods, sample selection, data analysis techniques, variables, measures, ethical considerations, and the validity and reliability of research findings. The discussion of findings chapter will analyze research findings, compare different strategies, assess market conditions, risk-return profiles, challenges, opportunities, and provide recommendations for investors.

The conclusion and summary chapter will summarize the findings, contributions to literature, implications for investors, future research directions, and offer a conclusion. This thesis will provide valuable insights into convertible bond arbitrage strategies and their implications for financial markets, making it a valuable contribution to the existing literature on the subject.

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