Электронная книга: Tom Miller «Introduction to Option-Adjusted Spread Analysis»

Introduction to Option-Adjusted Spread Analysis

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.

Издательство: "John Wiley&Sons Limited (USD)"

ISBN: 9780470883136

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Tom Miller

Tom Miller may refer to:

* Robert Thomas Miller, a mayor of Austin, Texas.
* Thomas John Miller, state Attorney General of Iowa.
* Tom Miller (mayor), Mayor of Franklin, Tennessee.
* Tom Miller (computer programmer), a Microsoft employee.
* Tom Miller (ice hockey), a Kitchener Ranger who played in the NHL.
* Tom Miller (anchorperson), who anchored the show NBC Nightside.
* Tom Miller (football player), who was inducted into the Green Bay Packers Hall of Fame.
* Tom Miller (footballer), the top league scorer for Liverpool F.C. in 1914.
* Tom Miller (travel writer), a travel writer from Tucson.
* Tom Miller (saloon keeper), who built a saloon in Deadwood, South Dakota in 1876.
* Tom Miller (publisher), a publisher of several Wisconsin weekly newspapers.
* Tom Miller (American Performance Artist), Author, Musician, Host of the legendary Tom Miller Show in Gainesville, Florida.
*Tom Miller (blues) - blues musicianSee Also:

* Thomas Miller
* Tommy Miller

Источник: Tom Miller

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Tom MillerIntroduction to Option-Adjusted Spread AnalysisTop 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… — @John Wiley&Sons Limited (USD), @ @ @ @ Подробнее...
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