Introduction to Option-Adjusted Spread Analysis: Revised and Expanded Third Edition of the OAS Classic by Tom Windas
Miller, Tom
Top traders, investors, and analysts agree that one method, option-adjusted spread (OAS) analysis, is the most useful way to compare and value securities with options. Nearly every day the bond market figures out a new way to structure securities, most of which involve options. This book explains OAS analysis in plain English, presenting each step in the method clearly and concisely. Topics covered include: Why yield-based analysis breaks down for nonbullet bonds; How to model put and call provisions as embedded options; How to distinguish the intrinsic and time components of option value; How.�
Abstract: Top traders, investors, and analysts agree that one method, option-adjusted spread (OAS) analysis, is the most useful way to compare and value securities with options. Nearly every day the bond market figures out a new way to structure securities, most of which involve options. This book explains OAS analysis in plain English, presenting each step in the method clearly and concisely. Topics covered include: Why yield-based analysis breaks down for nonbullet bonds; How to model put and call provisions as embedded options; How to distinguish the intrinsic and time components of option value; How
Abstract: Top traders, investors, and analysts agree that one method, option-adjusted spread (OAS) analysis, is the most useful way to compare and value securities with options. Nearly every day the bond market figures out a new way to structure securities, most of which involve options. This book explains OAS analysis in plain English, presenting each step in the method clearly and concisely. Topics covered include: Why yield-based analysis breaks down for nonbullet bonds; How to model put and call provisions as embedded options; How to distinguish the intrinsic and time components of option value; How
Kategorie:
Rok:
2007
Wydanie:
3
Wydawnictwo:
John Wiley & Sons,Bloomberg Press
Język:
english
Strony:
177
ISBN 10:
1576602419
ISBN 13:
9781576602416
Serie:
Bloomberg Professional
Plik:
PDF, 1.19 MB
IPFS:
,
english, 2007
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