Introduction to Option-Adjusted Spread Analysis
Language: English
Published by Bloomberg Press, 2007
- Hardcover
- New
Seller: Majestic Books, Hounslow, United KingdomMajestic Books
AbeBooks seller since January 19, 2007
Condition: New
US$ 38.70
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Add to basketItem description from seller
pp. xi + 159 Illus.
Seller Inventory # 6675066
- Title
- Introduction to Option-Adjusted Spread Analysis
- Author
- Windas Tom Tom Miller
- Publisher
- Bloomberg Press
- Publication year
- 2007
- Condition
- New
- 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.
Majestic Books
Hounslow, United Kingdom
AbeBooks seller since January 19, 2007
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