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An Introduction to Option Adjusted Spread Analysis, Revised and Expanded Third Edition

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An Introduction to Option Adjusted Spread Analysis, Revised and Expanded Third Edition - Miller, Tom
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Fixed-income investors and traders need to understand how much risk they are taking as they buy and sell bonds. Option-adjusted spread (OAS) analysis is a powerful analytical tool for making these assessments, which this book explains in a clear and easy-to-understand format.

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An Introduction to Option Adjusted Spread Analysis, Revised and Expanded Third Edition 2007, Wiley-Bloomberg Press, New York, NY

ISBN-13: 9781576602416

3rd Revised edition

Hardcover