An Introduction to Option-Adjusted Spread Analysis (Bloomberg Professional Library)
Language: English
Published by Bloomberg Press, 1996
- Hardcover
- Used
Seller: ThriftBooks-Atlanta, AUSTELL, GA, U.S.A.ThriftBooks-Atlanta
AbeBooks seller since March 24, 2009
Condition: Used - Good
US$ 11.64
Quantity: 1 available
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Pages can have notes/highlighting. Spine may show signs of wear. ~ ThriftBooks: Read More, Spend Less.
Seller Inventory # G1576600025I3N00
- Title
- An Introduction to Option-Adjusted Spread Analysis (Bloomberg Professional Library)
- Author
- Tom Windas
- Publisher
- Bloomberg Press
- Publication year
- 1996
- Condition
- Good
- Dust jacket
- No Jacket
- Binding
- Hardcover
- Language
- English
- ISBN 10
- 1576600025
- ISBN 13
- 9781576600023
- Item weight
- 0.6 pounds
As with any tool, the utility of OAS analysis depends on the knowledge of the user. Starting with basic concepts and proceeding by simple steps, this book will provide you with a working knowledge of why yield-based analysis breaks down for nonbullet bonds, modeling put and call provisions as embedded options, intrinsic and time components of option value, implied spot- and forward-rate calculations, interest-rate volatility, modeling future interest rates, modeling future bond prices, determining option-free price and yield, option-adjusted duration and convexity, and estimating the "fair value" of a bond.
With its detailed examples and innovative graphics, this carefully crafted book demonstrates all calculations through every step of the analysis and communicates the logic behind each of them - all with the economy and clarity that have established it as a top reference for the busy and exacting practitioner.
"Synopsis" may belong to another edition of this title.
From the Back Cover
"About the title" may belong to another edition of this title.
ThriftBooks-Atlanta
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