Introduction to Option-Adjusted Spread Analysis: Revised and Expanded Third Edition of the OAS Classic by Tom Windas
Language: English
Published by Bloomberg Press, 2007
- Hardcover
- Used
Condition: Used - Very good
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- Title
- Introduction to Option-Adjusted Spread Analysis: Revised and Expanded Third Edition of the OAS Classic by Tom Windas
- Publisher
- Bloomberg Press
- Publication year
- 2007
- Condition
- Very Good
- Binding
- hardcover
- Language
- English
- ISBN 10
- 1576602419
- ISBN 13
- 9781576602416
- Edition
- 3rd Edition
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 to model interest-rate volatility, future interest rates, and future bond prices
- How to calculate option-free price and yield
- How to estimate the "fair value" of a bond
- How to calculate implied spot and forward rates
Salespeople, traders, and investors will want to read this book and keep it on their desks.
"Synopsis" may belong to another edition of this title.
About the Author
Tom Miller, who revised and expanded this edition, was head of the fixed income and derivatives sales team at Bloomberg L.P. in New York. He teaches at the New York University School of Continuing and Professional Studies. Prior to joining Bloomberg, he traded in the money markets for eleven years.
"About the title" may belong to another edition of this title.
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