Waubonsee Community College

Handbook of hedge funds, François-Serge Lhabitant

eng

Includes bibliographical references (pages 617-623) and index

illustrations

index present

non fiction

Handbook of hedge funds

bibliographydictionaries

123816161

François-Serge Lhabitant

Wiley finance series

Cover -- TOContents -- Foreword -- CH Introduction -- Part I Hedge Fund Overview -- CH History Revisited -- 2.1 The Very Early Years: The 1930s. 2.2 The Formative Years (1949-1968). 2.3 The Dark Ages (1969-1974). 2.4 The Renaissance (1975-1997). 2.5 The Asian and Russian Crises (1997-1998). 2.6 The Equity Bubble Years -- 2.7 Hedge Funds Today -- 2.8 The Key Characteristics of Modern Hedge Funds -- 2.9 The Future -- CH Legal Environment -- 3.1 The Situation in the US. 3.2 The Situation in Europe -- 3.3 The Situation in Asia -- 3.4 Internet and the Global Village -- CH Operational and Organizational Structures -- 4.1 Legal Structures for Stand-Alone Funds -- 4.2 A Network of Service Providers -- 4.3 Specific Investment Structures -- 4.4 Disclosure and Documents -- CH Understanding the Tools Used by Hedge Funds -- 5.1 Buying and Selling using a Cash Account -- 5.2 Buying on Margin -- 5.3 Short Selling and Securities Lending -- 5.4 Derivatives -- 5.5 Leverage -- Part II Hedge Fund Strategies and Trade Examples -- CH Introduction -- CH Long/Short Equity Strategies -- 7.1 The Mechanics of Long/Short Equity Investing -- 7.2 Investment Approaches -- 7.3 Historical Performance -- CH Dedicated Short -- 8.1 The Pros and Cons of Dedicated Short Selling -- 8.2 Typical Target Companies and Reactions -- 8.3 Historical Performance -- CH Equity Market Neutral -- 9.1 Definitions of Market Neutrality -- 9.2 Examples of Equity Market Neutral Strategies and Trades -- 9.3 Historical Performance -- CH0 Distressed Securities -- 10.1 Distressed Securities Markets -- 10.2 Distressed Securities Investing -- 10.3 Examples of Distressed Trades -- 10.4 Historical Performance -- CH1 Merger Arbitrage -- A Historical Perspective / 11.1 Mergers and Acquisitions -- Basic Principles / 11.2 Implementing Merger Arbitrage -- 11.3 The Risks Inherent in Merger Arbitrage -- 11.4 Historical Performance -- CH2 Convertible Arbitrage -- 12.1 The Terminology of Convertible Bonds -- 12.2 Valuation of Convertible Bonds -- 12.3 Convertible Arbitrage: the Basic Delta Hedge Strategy -- Stripping and Swapping / 12.4 Convertible Arbitrage in Practice -- 12.5 The Strategy Evolution -- 12.6 Historical Performance -- CH3 Fixed Income Arbitrage -- 13.1 The Basic Tools of Fixed Income Arbitrage -- 13.2 Examples of Sub-Strategies -- 13.3 Historical Performance -- CH4 Emerging Markets -- 14.1 The Case for Emerging Market Hedge Funds -- 14.2 Examples of Strategies -- 14.3 Historical Performance -- CH5 Global Macro -- 15.1 Global Macro Investment Approaches -- 15.2 Examples of Global Macro Trades -- 15.3 Historical Performance -- CH6 Managed Futures and Commodity Trading Advisors (CTAs). 16.1 The Various Styles of Managed Futures -- 16.2 Examples of Systematic Trading Rules -- 16.3 Historical Performance -- 16.4 The Future of Managed Futures -- CH7 A Smorgasbord of Other Strategies -- 17.1 Capital Structure Arbitrage and Credit Strategies -- 17.2 Weather Derivatives