03189nam 2200745 a 450 991101931400332120200520144314.097866126868569781119204787111920478X9781282686854128268685297804708831360470883138(CKB)2560000000011799(EBL)540101(OCoLC)642662051(SSID)ssj0000384196(PQKBManifestationID)11281596(PQKBTitleCode)TC0000384196(PQKBWorkID)10339934(PQKB)10731504(MiAaPQ)EBC540101(CaSebORM)9780470885154(OCoLC)812422666(OCoLC)ocn812422666 (Perlego)1009710(EXLCZ)99256000000001179920061211d2007 uy 0engur|n|---|||||txtccrIntroduction to option-adjusted spread analysis /Tom Windas ; revised by Tom Miller ; foreword by Peter WilsonRev. and expanded 3rd ed.New York Bloomberg Press20071 online resource (177 p.)Bloomberg Financial ;v.46Description based upon print version of record.9780470885154 0470885157 9781576602416 1576602419 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 FinancialOption-adjusted spread analysisFixed-income securitiesOption-adjusted spread analysisFixed-income securities.Option-adjusted spread analysis.332.63/2283Windas Tom1837792Miller Tom1964-1837793Windas Tom1837792MiAaPQMiAaPQMiAaPQBOOK9911019314003321Introduction to option-adjusted spread analysis4416624UNINA