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Introduction to option-adjusted spread analysis [[electronic resource] /] / Tom Windas ; revised by Tom Miller ; foreword by Peter Wilson



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Autore: Windas Tom Visualizza persona
Titolo: Introduction to option-adjusted spread analysis [[electronic resource] /] / Tom Windas ; revised by Tom Miller ; foreword by Peter Wilson Visualizza cluster
Pubblicazione: New York, : Bloomberg Press, 2007
Edizione: 3rd ed.
Descrizione fisica: 1 online resource (177 p.)
Disciplina: 332.6
332.63/2283
Soggetto topico: Fixed-income securities
Option-adjusted spread analysis
Altri autori: MillerTom <1964->  
WindasTom  
Note generali: Description based upon print version of record.
Nota di bibliografia: Includes bibliographical references (p. 153-154) and index.
Nota di contenuto: 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
Sommario/riassunto: "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.
Titolo autorizzato: Introduction to option-adjusted spread analysis  Visualizza cluster
ISBN: 1-119-20478-X
1-282-68685-2
9786612686856
0-470-88313-8
Formato: Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione: Inglese
Record Nr.: 9910830230003321
Lo trovi qui: Univ. Federico II
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Serie: Bloomberg Financial