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Analysis of bonds with embedded options

As introduced in Chapter 8, the most suitable measure of return for bonds with embedded options is known as option-adjusted spread or OAS. In this chapter, we show the analysis of bonds with embedded options, with particular focus on pricing methodology. [Pg.218]

Chapter 11—The Analysis of Bonds with Embedded Options... [Pg.341]

See other pages where Analysis of bonds with embedded options is mentioned: [Pg.218] [Pg.189] [Pg.191] [Pg.193] [Pg.195] [Pg.197] [Pg.199] [Pg.201] [Pg.203] [Pg.205] [Pg.207] [Pg.209] [Pg.245] [Pg.247] [Pg.249] [Pg.251] [Pg.253] [Pg.255] [Pg.259] [Pg.261] [Pg.264]

See also in sourсe #XX -- [ Pg.245 , Pg.246 , Pg.247 , Pg.248 , Pg.249 , Pg.250 , Pg.251 , Pg.252 , Pg.253 , Pg.254 , Pg.255 , Pg.256 , Pg.257 , Pg.258 , Pg.259 , Pg.260 , Pg.261 , Pg.262 ]

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Bonding analysis

Bonds options

Embedded options

Options analysis

The Analysis of Bonds with Embedded Options