Introduction to Option-Adjusted Spread Analysis: Revised and Expanded Third Edition of the OAS Classic by Tom Windas

Introduction to Option-Adjusted Spread Analysis: Revised and Expanded Third Edition of the OAS Classic by Tom Windas

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LF/380108/R
Англійська
Miller
Tom
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Top traders, investors, and analysts agree that one method, option-adjusted spread (OAS) analysis, is the most useful way to compare and value securities with options. Nearly every day the bond market figures out a new way to structure securities, most of which involve options. This book explains OAS analysis in plain English, presenting each step in the method clearly and concisely. Topics covered include: Whyyield-based analysis breaks down for nonbullet bonds; How to model put and call provisions as embedded options; How to distinguish the intrinsic and time components of option value; How.�Abstract: Top traders, investors, and analysts agree that one method, option-adjusted spread (OAS) analysis, is the most useful way to compare and value securities with options. Nearly every day the bond market figures out a new way to structure securities, most of which involve options. This book explains OAS analysis in plain English, presenting each step in the method clearly and concisely. Topics covered include: Why yield-based analysis breaks down for nonbullet bonds; How to model put and call provisions as embedded options; How to distinguish the intrinsic and time components of option value; How
LF/380108/R

Характеристики

ФІО Автора
Miller
Tom
Мова
Англійська
Серія
Bloomberg Professional
ISBN
9781576602416
Дата виходу
2007

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Introduction to Option-Adjusted Spread Analysis: Revised and Expanded Third Edition of the OAS Classic by Tom Windas

Top traders, investors, and analysts agree that one method, option-adjusted spread (OAS) analysis, is the most useful way to compare and value securities wit...

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