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010   $a1-119-20478-X
010   $a1-282-68685-2
010   $a9786612686856
010   $a0-470-88313-8
035   $a(CKB)2560000000011799
035   $a(EBL)540101
035   $a(OCoLC)642662051
035   $a(SSID)ssj0000384196
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035   $a(PQKBTitleCode)TC0000384196
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100   $a20061211d2007      uy             0
101 0 $aeng
135   $aur|n|---|||||
181   $ctxt
182   $cc
183   $acr
200 10$aIntroduction to option-adjusted spread analysis$b[electronic resource] /$fTom Windas ; revised by Tom Miller ; foreword by Peter Wilson
205   $a3rd ed.
210   $aNew York $cBloomberg Press$d2007
215   $a1 online resource (177 p.)
225 1 $aBloomberg Financial ;$vv.46
300   $aDescription based upon print version of record.
311   $a0-470-88515-7 
311   $a1-57660-241-9 
320   $aIncludes bibliographical references (p. 153-154) and index.
327   $aIntroduction 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
327   $aCHAPTER 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
330   $a"Explains option-adjusted spread analysis, a method for valuing bonds with options. This book takes readers through each step of the calculation"--Provided by publisher.
410  0$aBloomberg Financial
606   $aFixed-income securities
606   $aOption-adjusted spread analysis
615  0$aFixed-income securities.
615  0$aOption-adjusted spread analysis.
676   $a332.6
676   $a332.63/2283
700   $aWindas$b Tom$01638506
701   $aMiller$b Tom$f1964-$01638507
701   $aWindas$b Tom$01638506
801  0$bMiAaPQ
801  1$bMiAaPQ
801  2$bMiAaPQ
906   $aBOOK
912   $a9910830230003321
996   $aIntroduction to option-adjusted spread analysis$93980988
997   $aUNINA