OAS papers

Jet · March 27th, 2003, 9:10 am

Any good practical reference paper on the calculation of OAS in the short rate world?

mrbadguy · March 27th, 2003, 1:09 pm

Have a look to this text: 'Option Adjusted Spread Analysis" by Tom Windas (see book forum), first paper shows a short explanation of oas, second provides example of bond market association, and 3rd paper is a sample chapter of text recommended. Hoping attached material helps, rgds.

Jet · March 27th, 2003, 1:47 pm

mrbadguy, thanks a lot. They are realy helpful. You're a mrgoodguy!Cheers,Jet

Charlie · February 2nd, 2005, 1:54 pm

do these papers exist in electronic form? I can't find a reference in the book forum!ThanksCharlie