Option-adjusted spread (OAS) analysis is recognized as an invaluable tool for analyzing and comparing bonds with different structures. Starting with the fundamentals and progressing by easy steps, this compact guide--now updated and expanded with a section on estimating theoretical "fair value"--helps readers build a working knowledge of the limitations of tradition yield-based risk and return analysis, determining "option-free" price and yield, measuring a bond's price sensitivity to changes in interest rates, and more.
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Option-adjusted spread (OAS) analysis is recognized as an invaluable tool for analyzing and comparing bonds with different structures. Starting with the fundamentals and progressing by easy steps, this compact guide--now updated and expanded with a section on estimating theoretical "fair value"--helps readers build a working knowledge of the limitations of tradition yield-based risk and return analysis, determining "option-free" price and yield, measuring a bond's price sensitivity to changes in interest rates, and more.
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Add this copy of An Introduction to Option-Adjusted Spread Analysis to cart. $11.91, good condition, Sold by ZBK Books rated 5.0 out of 5 stars, ships from Woodland Park, NJ, UNITED STATES, published 1996 by Bloomberg Press.
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Add this copy of An Introduction to Option-Adjusted Spread Analysis to cart. $12.86, very good condition, Sold by ThriftBooks-Baltimore rated 5.0 out of 5 stars, ships from Halethorpe, MD, UNITED STATES, published 2006 by Bloomberg Press.
Add this copy of An Introduction to Option-Adjusted Spread Analysis to cart. $12.86, good condition, Sold by ThriftBooks-Dallas rated 5.0 out of 5 stars, ships from Dallas, TX, UNITED STATES, published 2006 by Bloomberg Press.
Add this copy of An Introduction to Option-Adjusted Spread Analysis to cart. $14.24, good condition, Sold by BooksRun rated 4.0 out of 5 stars, ships from Philadelphia, PA, UNITED STATES, published 2006 by Bloomberg Press.
Add this copy of An Introduction to Option-Adjusted Spread Analysis: to cart. $24.95, like new condition, Sold by S.C. Sumner rated 1.0 out of 5 stars, ships from Venice, FL, UNITED STATES, published 1996 by Bloomberg Press.
Add this copy of An Introduction to Option-Adjusted Spread Analysis to cart. $41.28, good condition, Sold by Bonita rated 4.0 out of 5 stars, ships from Santa Clarita, CA, UNITED STATES, published 1996 by Bloomberg Press.
Add this copy of An Introduction to Option-Adjusted Spread Analysis to cart. $76.96, new condition, Sold by Bonita rated 4.0 out of 5 stars, ships from Santa Clarita, CA, UNITED STATES, published 1996 by Bloomberg Press.
