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Introduction To Optionadjusted Spread Analysis Revised And Expanded Third Edition Of The Oas Classic By Tom Windas 3rd Edition Miller

SKU: BELL-5310580

$ 31.00 ~~$ 45.00~~ (-31%)

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Introduction To Optionadjusted Spread Analysis Revised And Expanded Third Edition Of The Oas Classic By Tom Windas 3rd Edition Miller instant download after payment.

Publisher: John Wiley & Sons,Bloomberg Press

File Extension: PDF

File size: 1.19 MB

Pages: 177

Author: Miller, Tom

ISBN: 9780470883136, 9780470885154, 9781576602416, 0470883138, 0470885157, 1576602419

Language: English

Year: 2007

Edition: 3

Product desciption

Introduction To Optionadjusted Spread Analysis Revised And Expanded Third Edition Of The Oas Classic By Tom Windas 3rd Edition Miller by Miller, Tom 9780470883136, 9780470885154, 9781576602416, 0470883138, 0470885157, 1576602419 instant download after payment.

Top traders, investors, and analysts agree that one method, option-adjusted spread (OAS) analysis, is the most useful way to compare and value securities with options. Nearly every day the bond market figures out a new way to structure securities, most of which involve options. 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.�
Abstract: Top traders, investors, and analysts agree that one method, option-adjusted spread (OAS) analysis, is the most useful way to compare and value securities with options. Nearly every day the bond market figures out a new way to structure securities, most of which involve options. 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