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Quantitative Portfolio Management: The Art and Science of Statistical Arbitrage By: Michael Isichenko

Arbitrage Theory in Continuous Time By: Tomas Bjork

Statistical Arbitrage: Algorithmic Trading Insights and Techniques By: Andrew Pole

Inside Volatility Arbitrage: The Secrets of Skewness By: Alireza Javaheri

Convertible Arbitrage: Insights and Techniques for Successful Hedging By: Nick P Calamos