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Merger Arbitrage: How to Profit from Event-Driven Arbitrage Thomas Kirchner
Publisher: Wiley

Relative value strategies include merger arbitrage, convertible bond arbitrage, fixed income arbitrage, mortgage backed arbitrage and capital structure arbitrage. After spending two years at Citigroup, I found an interesting opportunity at a firm called Cathay Financial that blended both my finance experience and my law background, and I joined them as a “merger arbitrage” analyst. According to Mihaylo's calculations, INTL could be worth $28 after a recap, which is 5.6% more than shareholders would receive in the merger. Merger Arbitrage: How To Profit From Event-Driven Arbitrage explains everything you need to know about merger arbitrage. I was at Nomura for a little over a year and then joined Owl Creek Asset Management, a hedge fund, where I specialized in global risk-arb event-driven investing and also Asia equities. Analyst on their risk-arbitrage team. Few books have ever been published about merger arbitrage. Knoxville, TN (PRWEB) April 07, 2012. Relative value strategies are arbitrage transactions that seek to profit from the spread between two securities rather than from the general market direction. AIM: Describe the underlying characteristics, sources of returns and risk exposures of various hedge fund strategies including: Event-driven and merger arbitrage. How Investors Benefit from Reading My Book “Merger Arbitrage: How To Profit From Event-Driven Arbitrage” Video Rating: 5 / 5.