The complete arbitrage deskbook
By: Stephane Reverre
Series: Irwin library of investment & finance; Irwin library of investment & finance
Publisher: McGraw-Hill
Published: 2001
Place of publication: New York
Language: eng
Number of pages: 508
ISBN-13: 9780071381246
Copyright date: 2001
Subjects: Arbitrage; BUSINESS & ECONOMICS; Investments & Securities; General
Notes: Includes bibliographical references and index.
Table of contents: title: pt. I.; title: Theory and Tools. -- 1.; title: Introduction. -- 2.; title: Stocks. -- 3.; title: Futures and Related Instruments. -- 4.; title: Money Markets. -- 5.; title: Aggregate Indicators: Stock Indices -- -- pt. II.; title: Financial Valuation and Risk Analysis. -- 6.; title: Valuations. -- 7.; title: Risk Analysis -- -- pt. III.; title: Common Arbitrage Situations. -- 8.; title: Index Arbitrage. -- 9.; title: Risk Arbitrage. -- 10.; title: Pair Trading and Technical Trading.