Introduction to Option-Adjusted Spread Analysis ePub (Adobe DRM) download by Tom Miller

Introduction to Option-Adjusted Spread Analysis

Bloomberg Press
Publication date: May 2010
ISBN: 9780470885154
Digital Book format: ePub (Adobe DRM)

Buy ePub

List price:
$27.99
Our price:
$25.99

You save: $2.00 (7%)
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:
  • Why yield-based analysis breaks down for nonbullet bonds
  • How to model put and call provisions as embedded options
  • How to distinguish the intrinsic and time components of option value
  • How to model interest-rate volatility, future interest rates, and future bond prices
  • How to calculate option-free price and yield
  • How to estimate the "fair value" of a bond
  • How to calculate implied spot and forward rates


Salespeople, traders, and investors will want to read this book and keep it on their desks.

Please sign in to review this product.
Devices:
Introduction to Option-Adjusted Spread Analysis ePub (Adobe DRM) can be read on any device that can open ePub (Adobe DRM) files.

File Size:
1736 Kb
Language:
ENG
Copy From Text:
Enabled. Limit of 5 selections within 365 days.
Printing:
Enabled and unlimited.
Introduction to Option-Adjusted Spread Analysis ePub (Adobe DRM) download by Tom Miller
Bloomberg Press, May 2010
ISBN: 9780470885154
EAN:  9780470885154
ePub (Adobe DRM)
List Price: $27.99 eBook price: $25.99
Introduction to Option-Adjusted Spread Analysis PDF (Adobe DRM) download by Tom Miller
Bloomberg Press, May 2010
ISBN: 9780470883136
EAN:  9780470883136
PDF (Adobe DRM)
List Price: $27.99 eBook price: $25.99
Other books by Tom Miller
Lift: A New Paradigm for Building Influential Leaders ePub (Adobe DRM) download by Tom Miller
Lift: A New Paradigm for Building Influential Leaders
Tom Miller
Elevate, January 2016
ISBN: 9781943425006
Format: ePub
List Price: $9.99 Our price: $7.99
Achieving Your Pinnacle: A Career Guide for Actuaries ePub (Adobe DRM) download by Tom Miller
Achieving Your Pinnacle: A Career Guide for Actuaries
Tom Miller
Lulu Publishing Services, October 2013
ISBN: 9781483403533
Format: ePub
Our price: Free
XNA Game Studio 4.0 Programming: Developing for Windows Phone 7 and Xbox 360 PDF (Adobe DRM) download by Dean Johnson
XNA Game Studio 4.0 Programming: Developing for Windows® Phone 7 and Xbox 360®
Dean Johnson & Tom Miller
Addison Wesley Professional, December 2010
ISBN: 9780672333453
Format: PDF, ePub
List Price: $35.99 Our price: $31.99
Revenge of the Saguaro: Offbeat Travels Through America's Southwest PDF (Adobe DRM) download by Pete Hamill
Revenge of the Saguaro: Offbeat Travels Through America's Southwest
Pete Hamill & Peter Hamill & Tom Miller
Cinco Puntos Press, March 2010
ISBN: 9781933693606
Format: PDF, ePub
List Price: $14.95 Our price: $11.99