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- Product code: 13739
- ISBN: 0071359958,
ISBN13: 9780071359955,
508 pages, hardback
Published by McGraw-Hill Professional on 2001
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Description of The Complete Arbitrage Deskbook |
"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; and, examples of actual arbitrage situations - presenting a real-life snapshot of equity arbitrage in action. "The 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.
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Contents of The Complete Arbitrage Deskbook |
PART I: Theory and Tools
1. Introduction
2. Stocks
3. Futures and Related Instruments
4. Money Markets
5. Aggregate Indicators: Stock Indices
PART II: Financial Valuation and Risk Analysis
6. Valuations
7. Risk Analysis
PART III: Common Arbitrage Situations
8. Index Arbitrage
9. Risk Arbitrage
10. Pair Trading and Technical Trading
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About Stephane Reverre |
Stephane Reverre works for Leading Market Technologies, specializing in analytical tools for institutional investors. He is the former head of index arbitrage and quantitative trading for the Tokyo and later New York offices of Societe Generale, one of the largest French banks and a leader in the field of equity derivative trading. A graduate of Ecole Central in Paris as well as the Harvard Business School MBA program, Reverre has provided consulting services for software and trading companies and has published numerous articles on equity arbitrage in specialized magazines and publications.
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