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...

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Bibliographic Details
Main Author: Wyser-Pratte, Guy P. (-)
Format: eBook
Language:Inglés
Published: Hoboken, NJ : Wiley c2009.
Edition:1st edition
Series:Wiley investment classics.
Subjects:
See on Biblioteca Universitat Ramon Llull:https://discovery.url.edu/permalink/34CSUC_URL/1im36ta/alma991009627693906719
Description
Summary: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.
Item Description:Rev. ed. of: Risk arbitrage II. [c1982].
Physical Description:1 online resource (305 p.)
Bibliography:Includes bibliographical references and index.
ISBN:9780470442913
9781282113428
9786612113420
9780470442906