Option-adjusted spread (OAS) analysis is recognized as an invaluable tool for analyzing and comparing bonds with different structures. Starting with the fundamentals and progressing by easy steps, this compact guide--now updated and expanded with a section on estimating theoretical "fair value"--helps readers build a working knowledge of the limitations of tradition yield-based risk and return analysis, determining "option-free" price and yield, measuring a bond's price sensitivity to changes in interest rates, and more.
Read More
Option-adjusted spread (OAS) analysis is recognized as an invaluable tool for analyzing and comparing bonds with different structures. Starting with the fundamentals and progressing by easy steps, this compact guide--now updated and expanded with a section on estimating theoretical "fair value"--helps readers build a working knowledge of the limitations of tradition yield-based risk and return analysis, determining "option-free" price and yield, measuring a bond's price sensitivity to changes in interest rates, and more.
Read Less
Add this copy of Introduction to Option-Adjusted Spread Analysis to cart. $15.53, very good condition, Sold by ThriftBooks-Atlanta rated 5.0 out of 5 stars, ships from Brownstown, MI, UNITED STATES, published 2006 by Bloomberg Press.
Add this copy of Introduction to Option-Adjusted Spread Analysis to cart. $15.53, good condition, Sold by ThriftBooks-Dallas rated 5.0 out of 5 stars, ships from Dallas, TX, UNITED STATES, published 2006 by Bloomberg Press.
Add this copy of An Introduction to Option-Adjusted Spread Analysis: to cart. $18.95, like new condition, Sold by S.C. Sumner, ships from Venice, FL, UNITED STATES, published 1996 by Bloomberg Press.
Add this copy of An Introduction to Option-Adjusted Spread Analysis to cart. $50.33, good condition, Sold by Bonita rated 4.0 out of 5 stars, ships from Newport Coast, CA, UNITED STATES, published 1996 by Bloomberg Press.
