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Record Nr. |
UNINA9911019314003321 |
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Autore |
Windas Tom |
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Titolo |
Introduction to option-adjusted spread analysis / / Tom Windas ; revised by Tom Miller ; foreword by Peter Wilson |
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Pubbl/distr/stampa |
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New York, : Bloomberg Press, 2007 |
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ISBN |
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9786612686856 |
9781119204787 |
111920478X |
9781282686854 |
1282686852 |
9780470883136 |
0470883138 |
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Edizione |
[Rev. and expanded 3rd ed.] |
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Descrizione fisica |
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1 online resource (177 p.) |
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Collana |
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Bloomberg Financial ; ; v.46 |
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Altri autori (Persone) |
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MillerTom <1964-> |
WindasTom |
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Disciplina |
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Soggetti |
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Fixed-income securities |
Option-adjusted spread analysis |
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Lingua di pubblicazione |
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Formato |
Materiale a stampa |
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Livello bibliografico |
Monografia |
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Note generali |
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Description based upon print version of record. |
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Nota di bibliografia |
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Includes bibliographical references (p. 153-154) and index. |
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Nota di contenuto |
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Introduction to Option-Adjusted Spread Analysis; CONTENTS; Foreword by Peter Wilson; Acknowledgments; 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 BondsCHAPTER 10 Nonbullet Bonds; PART FIVE Applications of OAS Analysis; CHAPTER 11 Evaluating Performance; CHAPTER 12 Estimating Fair Value; Conclusion: Building a Better OAS; Glossary; References & Additional Reading; Index |
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Sommario/riassunto |
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"Explains option-adjusted spread analysis, a method for valuing bonds |
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