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An Introduction to Option Adjusted Spread Analysis

Windas , Tom

An Introduction to Option Adjusted Spread Analysis - USA : Boomberg Press , 1996 . - xii .170 p . : ill . ; 21 cm

Drawbacks of Yield- Workout Analysis Embedded Options Intrinsic Value & Time Value The Coin Toss: A Binominal Process Implied Spot & Forwarded Rates Volatility & the Binomial Tree of Short Rates Measuring the Spread of a Nonbullet Bond Applications of OAS Analysis Estimating Fair Value

ISBN: 1576600025

Subjects--Topical Terms:
Financial Economics
Specific Forms of Invesment

Subjects--Index Terms: Spread Analysis Embedded Options Bullet Bound Intrinsic Value

Dewey Class. No.: 332.63 / WID

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