Introduction to Option-Adjusted Spread Analysis
Hardcover
$39.95
Premium Members save an extra 10% and all Members collect stamps to save with Rewards. 10 stamps = $5.Learn More
Select a store to view item availability.
Top traders, investors, and analysts agree that one method, option-adjusted spread (OAS) analysis, is the most useful way to compare and value securities with options. Nearly every day the bond market figures out a new way to structure securities, most of which involve options.
This book explains OAS analysis in plain English, presenting each step in the method clearly and concisely. Topics covered include:
This book explains OAS analysis in plain English, presenting each step in the method clearly and concisely. Topics covered include:
- Why yield-based analysis breaks down for nonbullet bonds
- How to model put and call...






















