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
|
| Titolo: |
Introduction to option-adjusted spread analysis [[electronic resource] /] / Tom Windas ; revised by Tom Miller ; foreword by Peter Wilson
|
| 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 |
| 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.: | 9910840537103321 |
| Lo trovi qui: | Univ. Federico II |
| Opac: | Controlla la disponibilità qui |
Serie:
Bloomberg Financial