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Introduction to option-adjusted spread analysis [[electronic resource] /] / Tom Windas ; revised by Tom Miller ; foreword by Peter Wilson
| Introduction to option-adjusted spread analysis [[electronic resource] /] / Tom Windas ; revised by Tom Miller ; foreword by Peter Wilson |
| Autore | Windas Tom |
| Edizione | [3rd ed.] |
| Pubbl/distr/stampa | New York, : Bloomberg Press, 2007 |
| Descrizione fisica | 1 online resource (177 p.) |
| Disciplina |
332.6
332.63/2283 |
| Altri autori (Persone) |
MillerTom <1964->
WindasTom |
| Collana | Bloomberg Financial |
| Soggetto topico |
Fixed-income securities
Option-adjusted spread analysis |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-119-20478-X
1-282-68685-2 9786612686856 0-470-88313-8 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| 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 |
| Record Nr. | UNINA-9910139199403321 |
Windas Tom
|
||
| New York, : Bloomberg Press, 2007 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Introduction to option-adjusted spread analysis [[electronic resource] /] / Tom Windas ; revised by Tom Miller ; foreword by Peter Wilson
| Introduction to option-adjusted spread analysis [[electronic resource] /] / Tom Windas ; revised by Tom Miller ; foreword by Peter Wilson |
| Autore | Windas Tom |
| Edizione | [3rd ed.] |
| Pubbl/distr/stampa | New York, : Bloomberg Press, 2007 |
| Descrizione fisica | 1 online resource (177 p.) |
| Disciplina |
332.6
332.63/2283 |
| Altri autori (Persone) |
MillerTom <1964->
WindasTom |
| Collana | Bloomberg Financial |
| Soggetto topico |
Fixed-income securities
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 | eng |
| 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 |
| Record Nr. | UNINA-9910830230003321 |
|
Windas Tom
|
||
| New York, : Bloomberg Press, 2007 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Introduction to option-adjusted spread analysis [[electronic resource] /] / Tom Windas ; revised by Tom Miller ; foreword by Peter Wilson
| Introduction to option-adjusted spread analysis [[electronic resource] /] / Tom Windas ; revised by Tom Miller ; foreword by Peter Wilson |
| Autore | Windas Tom |
| Edizione | [3rd ed.] |
| Pubbl/distr/stampa | New York, : Bloomberg Press, 2007 |
| Descrizione fisica | 1 online resource (177 p.) |
| Disciplina |
332.6
332.63/2283 |
| Altri autori (Persone) |
MillerTom <1964->
WindasTom |
| Collana | Bloomberg Financial |
| Soggetto topico |
Fixed-income securities
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 | eng |
| 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 |
| Record Nr. | UNINA-9910840537103321 |
|
Windas Tom
|
||
| New York, : Bloomberg Press, 2007 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
