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Short Selling Activities and Convertible Bond Arbitrage, Sebastian P. Werner


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Цена: 12577.00р.
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Автор: Sebastian P. Werner
Название:  Short Selling Activities and Convertible Bond Arbitrage
ISBN: 9783834918864
Издательство: Springer
Классификация:
ISBN-10: 3834918865
Обложка/Формат: Paperback
Страницы: 276
Вес: 0.40 кг.
Дата издания: 2010
Серия: Ebs-forschung, schriftenreihe der european business school schloss reichartshausen
Язык: English
Иллюстрации: 26 black & white tables, biography
Размер: 210 x 148 x 15
Читательская аудитория: Professional & vocational
Подзаголовок: Empirical evidence from the new york stock exchange
Ссылка на Издательство: Link
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Поставляется из: Германии
Описание: The main cause of financial crisis may be found in the over-optimistic investing of b- ers that leads market prices away from fundamental values. However, in the aftermath of excess when stock markets tumble, it is usually the pessimists or short sellers who get publicly blamed. Despite the longstanding controversy on short selling activities, this market instrument remains a widely misunderstood concept by the public while it is an essential tool used by hedge funds for speculation and arbitrage. That is why it is important to investigate short selling for its different motivations and the resulting effect on stock returns, a subject whose empirical study is in its infancy. In his doctoral thesis, Sebastian examines convertible bond arbitrage, which is a typical hedge fund strategy that involves a long position in a convertible bond and a significant short position in the underlying stock. The short selling is employed as a hedge against movements in the stock price. With every change in the stock price, the hedge needs to be continuously readjusted, a practice which should lead companies with convertible bonds outstanding to have on average higher short selling activity than companies without convertible bonds. Furthermore, fundamental information should be processed differently in stocks with convertible bonds as stock price reactions based on the information are accompanied by the short selling of the convertible bond arbit- geurs.


The Mathematics of Arbitrage

Автор: Delbaen
Название: The Mathematics of Arbitrage
ISBN: 3540219927 ISBN-13(EAN): 9783540219927
Издательство: Springer
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Цена: 15372.00 р.
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Описание: Presents a mathematical treatment of the theory of pricing and hedging of derivative securities by the principle of no arbitrage. This title consists of seven papers, which analyzes the topic in the general framework of semi-martingale theory.

Merger Arbitrage: How to Profit from Global Event-Driven Arbitrage

Автор: Thomas Kirchner
Название: Merger Arbitrage: How to Profit from Global Event-Driven Arbitrage
ISBN: 1118736354 ISBN-13(EAN): 9781118736357
Издательство: Wiley
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Цена: 12514.00 р.
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Описание: Mitigate risk and increase returns with an alternative hedge fund strategy Merger Arbitrage: How to Profit from Event-Driven Arbitrage, Second Edition is the definitive guide to the ins and outs of the burgeoning merger arbitrage hedge fund strategy, with real-world examples that illustrate how mergers work and how to take advantage of them.

Something for Nothing: Arbitrage and Ethics on Wall Street

Автор: O`Hara Maureen
Название: Something for Nothing: Arbitrage and Ethics on Wall Street
ISBN: 0393285510 ISBN-13(EAN): 9780393285512
Издательство: Wiley
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Цена: 3325.00 р.
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Описание: A leading financial economist takes a tough look at the ethics of modern finance.

Calendar Anomalies And Arbitrage

Автор: Ziemba William T
Название: Calendar Anomalies And Arbitrage
ISBN: 9814417459 ISBN-13(EAN): 9789814417457
Издательство: World Scientific Publishing
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Цена: 7128.00 р.
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Описание: Discusses calendar or seasonal anomalies in worldwide equity markets as well as arbitrage and risk arbitrage. This book features US anomalies such as the January turn-of-the year, turn-of-the-month, days of the week, options expiry and other effects is given concentrating on the futures markets where these anomalies can be applied.

Absence of Arbitrage Valuation

Автор: Glabadanidis
Название: Absence of Arbitrage Valuation
ISBN: 1137373024 ISBN-13(EAN): 9781137373021
Издательство: Springer
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Цена: 13974.00 р.
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Описание: Absence of Arbitrage Valuation presents a unified asset pricing strategy through absence of arbitrage and applies this framework to such disparate fields as fixed income security pricing, foreign exchange spots, and forward rates.


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