Big Chemical Encyclopedia

Chemical substances, components, reactions, process design ...

Articles Figures Tables About

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 ]




SEARCH



Bonding analysis

Bonds options

Embedded options

Options analysis

The Analysis of Bonds with Embedded Options

© 2024 chempedia.info