02932nam 2200649 a 450 991083023000332120170816113631.01-119-20478-X1-282-68685-297866126868560-470-88313-8(CKB)2560000000011799(EBL)540101(OCoLC)642662051(SSID)ssj0000384196(PQKBManifestationID)11281596(PQKBTitleCode)TC0000384196(PQKBWorkID)10339934(PQKB)10731504(MiAaPQ)EBC540101(CaSebORM)9780470885154(EXLCZ)99256000000001179920061211d2007 uy 0engur|n|---|||||txtccrIntroduction to option-adjusted spread analysis[electronic resource] /Tom Windas ; revised by Tom Miller ; foreword by Peter Wilson3rd ed.New York Bloomberg Press20071 online resource (177 p.)Bloomberg Financial ;v.46Description based upon print version of record.0-470-88515-7 1-57660-241-9 Includes bibliographical references (p. 153-154) and index.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 SpreadCHAPTER 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"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.Bloomberg FinancialFixed-income securitiesOption-adjusted spread analysisFixed-income securities.Option-adjusted spread analysis.332.6332.63/2283Windas Tom1638506Miller Tom1964-1638507Windas Tom1638506MiAaPQMiAaPQMiAaPQBOOK9910830230003321Introduction to option-adjusted spread analysis3980988UNINA