Final_1.pdf
Mean reversion, 24 Mean-reverting behavior, 5–6 Mergers, 140 boom, 141 “Mining syndrome,” 43, 50 Mispricing, 74 Mixture Gaussian ...
diagram, 41 specific, 44, 46 Risk arbitrage mechanics, 139–150 capital structure, 139 corporate events, 139 deal process, 141–14 ...
Time series (cont.) random walk process, 22–24 white noise, 16–17 types of, 14 deterministic, 14 probabilistic, 14 stochastic, 1 ...
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