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Introduction To Option Adjusted Spread Analysis
by Tom Miller
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295.00
Your Price :
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265.50
10
Option-adjusted spread (OAS) analysis takes fixed-income decision making to the next level. Using full-curve pricing, volatility, and options models, OAS analysis provides a more complex valuation of bonds with call and put features. Professional traders use OAS analysis every day in the pricing of bonds from the corporate, agency, municipal, and structured finance sectors. This book introduces the fundamentals of OAS analysis in a straightforward, comprehensible fashion to anyone who wants to make better decisions in the fixed-income markets.
ISBN 9788130911175
Pages : 274
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