COMPLETEARBITRAGEDESKBOOK

作者 Stephane Reverre著
出版社 McGraw-Hill
出版时间 2001年4月
ISBN 9780071359955
定价 514.20

内容简介

TheCompleteArbitrageDeskbookexplainseveryaspectofthetypes,instruments,tradingpractices,andopportunitiesofmodernequityarbitrage.IttravelsbeyondU.S.borderstoexaminetheworldwideopportunitiesinherentinarbitrageactivitiesanddemonstrateshowtounderstandandpracticeequityarbitrageintheglobalprofessionalenvironment.Writtenspecificallyfortraders,riskmanagers,brokers,regulators,andanyonelookingforacomprehensiveoverviewofthefieldofequityarbitrage,thisgroundbreakingreferenceprovides:?Detailsofthefinancialinstrumentsusedinequityarbitrage--stocks,futures,moneymarkets,andindices?Explanationsoffinancialvaluationandriskanalysis,tailoredtothecharacteristicsoftheunderlyingpositionandmarketenvironment?Examplesofactualarbitragesituations--presentingareal-lifesnapshotofequityarbitrageinactionTheCompleteArbitrageDeskbookistheonlybooktocombineoperationaldetailswithpracticalanalysisofmodernequityarbitrage.Conciseinexplanationyetcomprehensiveinscope,itprovidesanintegratedoverviewofboththepracticesandthepossibilitiesofthemodernequityarbitragemarketplace.

作者简介

StephaneReverreworksforLeadingMarketTechnologies,specializinginanalyticaltoolsforinstitutionalinvestors.HeistheformerheadofindexarbitrageandquantitativetradingfortheTokyoandlaterNewYorkofficesofSociétéGénérale,oneofthelargestFrenchbanksandaleaderinthefieldofequityderivativetrading.AgraduateofécoleCentralinParisaswellastheHarvardBusinessSchoolMBAprogram,Reverrehasprovidedconsultingservicesforsoftwareandtradingcompaniesandhaspublishednumerousarticlesonequityarbitrageinspecializedmagazinesandpublications.

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