An Introduction to Option Adjusted Spread Analysis
Material type:
TextOriginal language: Eng Publication details: USA : Boomberg Press , 1996 .Description: xii .170 p . : ill . ; 21 cmISBN: - 1576600025
- 332.63 WID
| Item type | Current library | Collection | Call number | Status | Notes | Barcode | |
|---|---|---|---|---|---|---|---|
Lending Book
|
IBSL Library Reference Section | Reference Collection | 332.63 WID (Browse shelf(Opens below)) | Available | R 12 | 03525 |
Drawbacks of Yield- Workout Analysis
Embedded Options
Intrinsic Value & Time Value
The Coin Toss: A Binominal Process
Implied Spot & Forwarded Rates
Volatility & the Binomial Tree of Short Rates
Measuring the Spread of a Nonbullet Bond
Applications of OAS Analysis
Estimating Fair Value
There are no comments on this title.