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Introduction to Option Adjusted Spread Analysis 3rd Edition by Tom Miller ISBN 1576602419 9781576602416

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Introduction to Option Adjusted Spread Analysis Revised and Expanded Third Edition of the OAS Classic by Tom Windas Miller Digital Instant Download

Author(s): Miller, Tom
ISBN(s): 9781576602416, 1576602419
Edition: 3
File Details: PDF, 1.19 MB
Year: 2007
Language: english
SKU: EB-5310580 Category: Tags: ,

Introduction to Option-Adjusted Spread Analysis 3rd Edition by Tom Miller – Ebook PDF Instant Download/Delivery: 1576602419, 978-1576602416

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Product details:

ISBN 10: 1576602419

ISBN 13: 978-1576602416

Author:  Tom Miller 

Introduction to Option-Adjusted Spread Analysis 3rd Edition: 

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 3rd Edition Table of contents:

Introduction: Why OAS Analysis?

PART ONE. Yield Analysis versus OAS Analysis. 

CHAPTER 1. Fatal Flaws in Traditional Yield Calculations  

CHAPTER 2. The Bond as a Portfolio.  

PART TWO. Valuing Options. 

CHAPTER 3. Intrinsic Value. 

CHAPTER 4. Time Value. 

PART THREE. Modeling Interest Rates.

CHAPTER 5. Implied Spot and Forward Rates. 

CHAPTER 6. Beyond the Lognormal Model. 

CHAPTER 7. Volatility and the Binomial Tree. 

CHAPTER 8. Matching the Model to the Market. 

PART FOUR. Measuring the Spread. 

CHAPTER 9. Bullet Bonds. 

CHAPTER 10. Nonbullet Bonds. 

PART FIVE. Applications of OAS Analysis. 

CHAPTER 11. Evaluating Performance. 

CHAPTER 12. Estimating Fair Value.

 

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