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Introduction to option-adjusted spread analysis /
"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.
| Clasificación: | Libro Electrónico |
|---|---|
| Autor principal: | |
| Otros Autores: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
New York :
Bloomberg Press,
©2007.
|
| Edición: | Rev. and expanded 3rd ed. of the OAS classic / |
| Temas: | |
| Acceso en línea: | Texto completo (Requiere registro previo con correo institucional) |
MARC
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| 049 | |a UAMI | ||
| 100 | 1 | |a Windas, Tom. | |
| 245 | 1 | 0 | |a Introduction to option-adjusted spread analysis / |c revised by Tom Miller ; foreword by Peter Wilson. |
| 246 | 3 | 0 | |a Option-adjusted spread analysis |
| 250 | |a Rev. and expanded 3rd ed. of the OAS classic / |b by Tom Windas. | ||
| 260 | |a New York : |b Bloomberg Press, |c ©2007. | ||
| 300 | |a 1 online resource (1 volume) : |b illustrations | ||
| 336 | |a text |b txt |2 rdacontent | ||
| 337 | |a computer |b c |2 rdamedia | ||
| 338 | |a online resource |b cr |2 rdacarrier | ||
| 588 | 0 | |a Print version record. | |
| 504 | |a Includes bibliographical references and index. | ||
| 505 | 0 | |a Introduction: Why OAS Analysis? -- Yield Analysis Versus OAS Analysis. Fatal Flaws in Traditional Yield Calculations -- The Bond as a Portfolio -- Valuing Options. Intrinsic Value -- Time Value -- Modeling Interest Rates. Implied Spot and Forward Rates -- Beyond the Lognormal Model -- Volatility and the Binomial Tree -- Matching the Model to the Market -- Measuring the Spread. Bullet Bonds -- Nonbullet Bonds -- Applications of OAS Analysis. Evaluating Performance -- Estimating Fair Value -- Conclusion: Building a Better OAS -- About Bloomberg -- About the Reviser -- References & Additional Reading. | |
| 520 | |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. | ||
| 590 | |a O'Reilly |b O'Reilly Online Learning: Academic/Public Library Edition | ||
| 650 | 0 | |a Fixed-income securities. | |
| 650 | 0 | |a Option-adjusted spread analysis. | |
| 650 | 6 | |a Écart corrigé en fonction des clauses optionnelles. | |
| 650 | 7 | |a Fixed-income securities |2 fast | |
| 650 | 7 | |a Option-adjusted spread analysis |2 fast | |
| 700 | 1 | |a Miller, Tom, |d 1964- | |
| 776 | 0 | 8 | |i Print version: |a Windas, Tom. |t Introduction to option-adjusted spread analysis. |b Rev. and expanded 3rd ed. |d New York : Bloomberg Press, 2007 |z 9781576602416 |w (DLC) 2006101298 |w (OCoLC)77116852 |
| 856 | 4 | 0 | |u https://learning.oreilly.com/library/view/~/9780470885154/?ar |z Texto completo (Requiere registro previo con correo institucional) |
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