Risk arbitrage
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 arbi...
| Autor principal: | |
|---|---|
| Formato: | Libro electrónico |
| Idioma: | Inglés |
| Publicado: |
Hoboken, NJ :
Wiley
c2009.
|
| Edición: | 1st edition |
| Colección: | Wiley investment classics.
|
| Materias: | |
| Ver en Biblioteca Universitat Ramon Llull: | https://discovery.url.edu/permalink/34CSUC_URL/1im36ta/alma991009627693906719 |
| Sumario: | 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. |
|---|---|
| Notas: | Rev. ed. of: Risk arbitrage II. [c1982]. |
| Descripción Física: | 1 online resource (305 p.) |
| Bibliografía: | Includes bibliographical references and index. |
| ISBN: | 9780470442913 9781282113428 9786612113420 9780470442906 |
