Introduction to Option-Adjusted Spread Analysis
Language: English
Published by Bloomberg Press, US, 2007
- Hardcover
- New
Seller: Rarewaves.com UK, London, United KingdomRarewaves.com UK
AbeBooks seller since June 11, 2025
Condition: New
US$ 39.65
Quantity: Over 20 available
Add to basketItem description from seller
3rd, Revised and Expanded Edition of the OAS Classic by Tom Windas.
Seller Inventory # LU-9781576602416
- Title
- Introduction to Option-Adjusted Spread Analysis
- Author
- Tom Miller
- Publisher
- Bloomberg Press, US
- Publication year
- 2007
- Condition
- New
- Binding
- Hardback
- Language
- English
- ISBN 10
- 1576602419
- ISBN 13
- 9781576602416
- Edition
- 3rd Edition
- Item weight
- 363 grams
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.
Rarewaves.com UK
London, United Kingdom
AbeBooks seller since June 11, 2025
Shipping rates from United Kingdom to U.S.A.
| Item | 60 to 60 business days | 60 to 60 business days |
|---|---|---|
| First item | US$ 85.86 | US$ 132.10 |
Payment methods
Seller's business information
RAREWAVES.COM LIMITED
Elsley Court, 20-22 Great Titchfield Street
London, United Kingdom W1W 8BE
Shipping terms
Please note that we do not offer Priority shipping to any country.
We currently do not ship to the below countries:
Russia
Belarus
Ukraine
Please do not attempt to place orders with any of these countries as a ship to address - they will be cancelled.