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
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Financial Economics Specific Forms of Invesment
Spread Analysis Embedded Options Bullet Bound Intrinsic Value