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Foreword (Peter Wilson).
Introduction: Why OAS Analysis?
PART ONE. Yield Analysis versus OAS Analysis.
CHAPTER 1. Fatal Flaws in Traditional Yield Calculations
CHAPTER 2. The Bond as a Portfolio.
PART TWO. Valuing Options.
CHAPTER 3. Intrinsic Value.
CHAPTER 4. Time Value.
PART THREE. Modeling Interest Rates.
CHAPTER 5. Implied Spot and Forward Rates.
CHAPTER 6. Beyond the Lognormal Model.
CHAPTER 7. Volatility and the Binomial Tree.
CHAPTER 8. Matching the Model to the Market.
PART FOUR. Measuring the Spread.
CHAPTER 9. Bullet Bonds.
CHAPTER 10. Nonbullet Bonds.
PART FIVE. Applications of OAS Analysis.
CHAPTER 11. Evaluating Performance.
CHAPTER 12. Estimating Fair Value.
Glossary.
Index.
| Price | Condition | Delivery | Seller | Action |
| $99.99 | Digital |
| WonderClub |
Douglas Allen
reviewed Introduction to Option-Adjusted Spread Analysis on August 30, 2014 Introduction to Option-Adjusted Spread Analysis
This is not a book for beginners. I feel a lot of the information are skipped for the sake of brevity. You have to know what he is talking about to start to get his ideas. Tactics-wise, they are available on the internet. Not very thorough explaining the process in executing the stocks.
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Add Introduction to Option-Adjusted Spread Analysis, 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, Introduction to Option-Adjusted Spread Analysis to the inventory that you are selling on WonderClubX
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Add Introduction to Option-Adjusted Spread Analysis, 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, Introduction to Option-Adjusted Spread Analysis to your collection on WonderClub |
