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

1576600025


Financial Economics
Specific Forms of Invesment

Spread Analysis Embedded Options Bullet Bound Intrinsic Value

332.63 / WID