Risk Arbitrage
by Guy P. Wyser-Pratte
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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.
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Risk Arbitrage
2009, John Wiley & Sons, Ltd.
Electronic resource
in English
0470442905 9780470442906
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- Created June 17, 2010
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| August 21, 2020 | Edited by ImportBot | import existing book |
| August 21, 2020 | Edited by ImportBot | import existing book |
| August 20, 2020 | Edited by ImportBot | import existing book |
| July 28, 2014 | Edited by ImportBot | import new book |
| June 17, 2010 | Created by ImportBot | Imported from marc_overdrive MARC record |