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Introduction to Option-Adjusted Spread Analysis

This book is available for download with iBooks on your Mac or iOS device, and with iTunes on your computer. Books can be read with iBooks on your Mac or iOS device.

Description

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.

Introduction to Option-Adjusted Spread Analysis
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  • $19.99
  • Available on iPhone, iPad, iPod touch, and Mac.
  • Category: Business & Personal Finance
  • Published: May 18, 2010
  • Publisher: John Wiley & Sons
  • Seller: John Wiley & Sons, Inc.
  • Print Length: 159 Pages
  • Language: English
  • Requirements: To view this book, you must have an iOS device with iBooks 1.3.1 or later and iOS 4.3.3 or later, or a Mac with iBooks 1.0 or later and OS X 10.9 or later.

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