The complete arbitrage deskbook

Author(s)

    • Reverre, Stephane

Bibliographic Information

The complete arbitrage deskbook

Stephane Reverre

(The Irwin library of investment and finance)

McGraw-Hill, c2001

Available at  / 2 libraries

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Note

Includes bibliographical references and index

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Description and Table of Contents

Description

The Complete Arbitrage Deskbook explains every aspect of the types, instruments, trading practices, and opportunities of modern equity arbitrage. It travels beyond U.S. borders to examine the worldwide opportunities inherent in arbitrage activities and demonstrates how to understand and practice equity arbitrage in the global professional environment. Written specifically for traders, risk managers, brokers, regulators, and anyone looking for a comprehensive overview of the field of equity arbitrage, this groundbreaking reference provides: Details of the financial instruments used in equity arbitrage-stocks, futures, money markets, and indices Explanations of financial valuation and risk analysis, tailored to the characteristics of the underlying position and market environment Examples of actual arbitrage situations-presenting a real-life snapshot of equity arbitrage in actionThe Complete Arbitrage Deskbook is the only book to combine operational details with practical analysis of modern equity arbitrage. Concise in explanation yet comprehensive in scope, it provides an integrated overview of both the practices and the possibilities of the modern equity arbitrage marketplace.

Table of Contents

Part I: Theory and Tools. Chapter 1: Introduction. Chapter 2: Stocks. Chapter 3: Futures and Related Instruments. Chapter 4: Money Markets. Chapter 5: Aggregate Indicators: Stock Indices. Part II: Financial Valuation and Risk Analysis. Chapter 6: Valuations. Chapter 7: Risk Analysis. Part III: Common Arbitrage Situations. Chapter 8: Index Arbitrage. Chapter 9: Risk Arbitrage. Chapter 10: Pair Trading and Technical Trading.

by "Nielsen BookData"

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Details

  • NCID
    BA63864620
  • ISBN
    • 0071359958
  • LCCN
    00048945
  • Country Code
    us
  • Title Language Code
    eng
  • Text Language Code
    eng
  • Place of Publication
    New York
  • Pages/Volumes
    xv, 509 p.
  • Size
    24 cm
  • Classification
  • Subject Headings
  • Parent Bibliography ID
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