Title Introduction to option-adjusted spread analysis / revised by Tom Miller ; foreword by Peter Wilson

Edition Rev. and expanded 3rd ed. of the OAS classic / by Tom Windas Published New York : Bloomberg Press, ©2007

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Description 1 online resource (1 volume) : illustrations Contents Introduction: Why OAS Analysis? -- Yield Analysis Versus OAS Analysis. Fatal Flaws in Traditional Yield Calculations -- The Bond as a Portfolio -- Valuing Options. Intrinsic Value -- Time Value -- Modeling Interest Rates. Implied Spot and Forward Rates -- Beyond the Lognormal Model -- Volatility and the Binomial Tree -- Matching the Model to the Market -- Measuring the Spread. Bullet Bonds -- Nonbullet Bonds -- Applications of OAS Analysis. Evaluating Performance -- Estimating Fair Value -- Conclusion: Building a Better OAS -- About Bloomberg -- About the Reviser -- References & Additional Reading Summary "Explains option-adjusted spread analysis, a method for valuing bonds with options. This book takes readers through each step of the calculation"--Provided by publisher Bibliography Includes bibliographical references and index Notes Print version record Subject Fixed-income securities. Option-adjusted spread analysis. Fixed-income securities Option-adjusted spread analysis Form Electronic book Author Miller, Tom, 1964- ISBN 1576602419 9781576602416 9781119204787 111920478X

Other Titles Option-adjusted spread analysis

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