عنوان
پدید آورنده
موضوع
رده
HG4650 .M56 2007
HG4650
.
M56
2007
کتابخانه
محل استقرار
1576602419
9781576602416 (alk. paper)
dltt
Introduction to option-adjusted spread analysis /
[Book]
Tom Windas ; revised by Tom Miller ; foreword by Peter Wilson
Rev. and expanded 3rd ed
New York :
Bloomberg Press,
2007
xi, 159 p. ;
ill. ;
22 cm
Includes bibliographical references (p. 153-154) and index
Introduction : why OAS analysis? -- Fatal flaws in traditional yield calculations -- -- The bond as a portfolio -- Intrinsic value -- Time value -- Implied spot and forward rates -- Beyond the lognormal model -- Volatility and the binomial tree -- Matching the model to the market -- Bullet bonds -- Nonbullet bonds -- Evaluating performance -- Estimating fair value -- Conclusion : building a better OAS
0
"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
Fixed-income securities
Option-adjusted spread analysis
332
.
63/2283
22
HG4650
.
M56
2007
Windas, Tom
Miller, Tom,1964-
Windas, Tom.
20070628000000.0
مطالعه متن کتاب [Book]
Y
