Introduction to Option-Adjusted Spread Analysis

by Tom Windas

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Book Overview

This text provides a working knowledge of all aspects of option-adjusted analysis, presenting it as a valuable tool for analyzing and comparing bonds with different structures. It shows the limitations of traditional yield-based risk-and-return analysis, and how to determine option-free price and yield. Also included are modelling and valuing early redemption provisions as embedded options on a bond; and advice on how to measure a bond's price sensitivity to changes in interest rates.

Format:Hardcover

Language:English

ISBN:1576600025

ISBN13:9781576600023

Release Date:January 1996

Publisher:Bloomberg Press

Length:186 Pages

Weight:0.60 lbs.

Dimensions:0.7" x 5.8" x 8.8"

Related Subjects

Business Business & Investing Commodities Economics Introduction Investing Options Popular Economics

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Introduction to Option-Adjusted Spread Analysis

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