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An introduction to option-adjusted spread analysis

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Introduction to Option-Adjusted Spread Analysis - Windas, Tom, and Bloomberg, Michael R (Introduction by)

Option-adjusted spread (OAS) analysis is recognized as an invaluable tool for analyzing and comparing bonds with different structures. Starting with the fundamentals and progressing by easy steps, this compact guide--now updated and expanded with a section on estimating theoretical "fair value"--helps readers build a working knowledge of the ...

Introduction to Option-Adjusted Spread Analysis 1996, Bloomberg Press

ISBN-13: 9781576600023

Revised edition