Book description
Originally published in 1982, Risk Arbitrage has become a classic on arbitrage strategies by the "dean of the arbitrage community." It provides an overview of risk arbitrage, how it has been used over the centuries and particularly in modern markets, with a focus on merger arbitrage. From average expected returns to turning a position, cash tender offers, exchange offers, recapitalizations, spinoffs, stub situations, limited risk arbitrage, and corporate freeze-ins, the book provides a step by step walk through of a world of arb strategies illuminated by real world examples and case studies.
Table of contents
- Introducing Wiley Investment Classics
- Title Page
- Copyright Page
- Preface
- Chapter 1 - Introduction
- Chapter 2 - Merger Arbitrage
- Chapter 3 - Merger Arbitrage: Practical Applications
- Chapter 4 - Cash Tender Offers
- Chapter 5 - Other Risk Arbitrage Situations
- Chapter 6 - Corporate âFreezeinsâ: The Subterfuge Syndrome
- Chapter 7 - Active Arbitrage
- Chapter 8 - Summary and Conclusions
- Appendix A
- Appendix B
- APPENDIX C - Active Arbitrage Initiatives
- Notes
- Bibliography
- Index
Product information
- Title: Risk Arbitrage
- Author(s):
- Release date: January 2009
- Publisher(s): Wiley
- ISBN: 9780470415719
You might also like
book
Credit Risk Frontiers: Subprime Crisis, Pricing and Hedging, CVA, MBS, Ratings, and Liquidity
A timely guide to understanding and implementing credit derivatives Credit derivatives are here to stay and …
book
Risk Management: Foundations for a Changing Financial World
Key readings in risk management from CFA Institute, the preeminent organization representing financial analysts Risk management …
book
Alternative Beta Strategies and Hedge Fund Replication
There s a buzzword that has quickly captured the imagination of product providers and investors alike: …
book
Handbook of Hedge Funds
A comprehensive guide to the burgeoning hedge fund industry Intended as a comprehensive reference for investors …