The Complete Arbitrage Deskbook

by
Edition: 1st
Format: Hardcover
Pub. Date: 2001-04-25
Publisher(s): McGraw-Hill Education
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Summary

The first comprehensive overview of arbitrage as it is practiced today, The Complete Arbitrage Desktop explains the types, instruments, and opportunities of this driving-force investment method. With a heavy emphasis on practical issuess--plus extensive real-world examples of arbitrage in action--it depicts how arbitrage is practiced in the professional environment. For traders, risk managers, brokers, and even regulators, it provides the market's only complete overview and practical analysis of modern arbitrage.

Author Biography

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 graduate of École 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.

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.

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