Introduction to option-adjusted spread analysis

Windas, Tom.

Introduction to option-adjusted spread analysis [electronic resource] / Option-adjusted spread analysis revised by Tom Miller ; foreword by Peter Wilson. - Rev. and expanded 3rd ed. of the OAS classic / by Tom Windas. - New York : Bloomberg Press, c2007. - 1 online resource (1 v.) : ill.

Includes bibliographical references and index.



CL0500000169 Safari Books Online


Fixed-income securities.
Option-adjusted spread analysis.


Electronic books.

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