AnyBook4Less.com
Find the Best Price on the Web
Order from a Major Online Bookstore
Developed by Fintix
Home  |  Store List  |  FAQ  |  Contact Us  |  
 
Ultimate Book Price Comparison Engine
Save Your Time And Money

The Complete Arbitrage Deskbook

Please fill out form in order to compare prices
Title: The Complete Arbitrage Deskbook
by Stephane Reverre
ISBN: 0-07-135995-8
Publisher: McGraw-Hill Trade
Pub. Date: 04 April, 2001
Format: Hardcover
Volumes: 1
List Price(USD): $59.95
Your Country
Currency
Delivery
Include Used Books
Are you a club member of: Barnes and Noble
Books A Million Chapters.Indigo.ca

Average Customer Rating: 3.89 (9 reviews)

Customer Reviews

Rating: 2
Summary: definitely not technical !
Comment: I bought this book in order to improve my knowledge on arbitrage. I was expecting to find some practical applications on the market like on (equity) pairs trading, yield curve arbitrage. The book provides a very broad and general overview on the concept of arbitrage and it is a very good book for someone who wants to understand the meaning of arbitrage and how and where he can do it. If you already know what arbitrage is, you dont need to read it.

Rating: 3
Summary: good introduction, but lack of depth...
Comment: This is a broad introduction into equity arbitrage world, but not much depth is provided. There is a better book on risk arb by Moore. I am still looking for a "real" book on statistical arb.

Rating: 5
Summary: Very comprehensive, but may not suit all time frames
Comment: Reverre has written a very comprehensive book, covering all instruments. Quite importantly, he has gone beyond conventional merger arbitrage for the equity markets, and details both fundamentally based equity arbitrage techniques and statistical arbitrage, based on return correlations. The optimal audience is probably financial institutions with a speculative timeframe of a few days and upwards. The outlined methodologies do not include intraday arbitrage; however, the astute trader could probably modify the interday strategies to the intraday trading horizon, by constantly monitoring evolving bid and ask spread differentials at the microscopic level, rather than monitoring conventional interday spreads (without placing too much, if any, emphasis on bid-ask differentials).

For the private trader, the book does provide some food for thought; however, unless a private trader has access to cutting edge technology and the appropriate price feeds, he will not be able to effectively execute too many of the posited strategies.

Similar Books:

Title: Convertible Arbitrage: Insights and Techniques for Successful Hedging
by Nick P. Calamos
ISBN: 0471423610
Publisher: John Wiley & Sons
Pub. Date: 13 June, 2003
List Price(USD): $59.95
Title: Risk Arbitrage: An Investor's Guide
by Keith M. Moore
ISBN: 0471248843
Publisher: John Wiley & Sons
Pub. Date: 27 August, 1999
List Price(USD): $75.00
Title: Market-Neutral Investing : Long/Short Hedge Fund Strategies
by Joseph G. Nicholas
ISBN: 1576600378
Publisher: Bloomberg Pr
Pub. Date: 14 September, 2000
List Price(USD): $69.95
Title: Macro Trading & Investment Strategies : Macroeconomic Arbitrage in Global Markets (Wiley Trading Advantage Series)
by Gabriel Burstein
ISBN: 0471315869
Publisher: John Wiley & Sons
Pub. Date: 22 January, 1999
List Price(USD): $59.95
Title: Fixed-Income Arbitrage: Analytical Techniques and Strategies
by M. Anthony Wong
ISBN: 0471555525
Publisher: John Wiley & Sons
Pub. Date: 12 August, 1993
List Price(USD): $79.95

Thank you for visiting www.AnyBook4Less.com and enjoy your savings!

Copyright� 2001-2021 Send your comments

Powered by Apache