An Introduction to Option Adjusted Spread Analysis

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Material type: Text

TextOriginal language: Eng Publication details: USA : Boomberg Press , 1996 .Description: xii .170 p . : ill . ; 21 cmISBN:

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DDC classification:

Contents:

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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Holdings
Item type	Current library	Collection	Call number	Status	Notes	Date due	Barcode
Lending Book	IBSL Library Reference Section	Reference Collection	332.63 WID (Browse shelf(Opens below))	Available	R 12		03525