The Complete Arbitrage Deskbook by Stephane ReverreThe Complete Arbitrage Deskbook by Stephane Reverre

The Complete Arbitrage Deskbook

byStephane Reverre

Hardcover | April 25, 2001

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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.
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 Société Générale, one of the largest French banks and a leader in the field of equity derivative trading. A g...
Title:The Complete Arbitrage DeskbookFormat:HardcoverDimensions:508 pages, 9.1 × 6.2 × 1.7 inPublished:April 25, 2001Publisher:McGraw-Hill EducationLanguage:English

The following ISBNs are associated with this title:

ISBN - 10:0071359958

ISBN - 13:9780071359955

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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.