Stephane Reverre

The Complete Arbitrage Deskbook

• Gebundenes Buch

Produktbeschreibung

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.

Produktdetails

• Verlag: McGraw Hill LLC
• Seitenzahl: 508
• Erscheinungstermin: 25. April 2001
• Englisch
• Abmessung: 241mm x 165mm x 42mm
• Gewicht: 887g
• ISBN-13: 9780071359955
• ISBN-10: 0071359958
• Artikelnr.: 09627318

Autorenporträt

Mr. Reverre was head of Equity Arbitrage and Quantitative Trading for the New York office of Societe Generale Securities (a French brokerage form), previously he was Head of Equity Arbitrage for the North Pacific branch of the same firm, stationed in Tokyo. He has also developed proprietary applications and database software for equity arbitrage departments for several brokerage firms. He is NASD certified in Series 7 and series 63. He is currently a candidate for an MBA from Harvard University Graduate School of Business Administration.

Inhaltsangabe

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.