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OAS papers
Posted: March 27th, 2003, 9:10 am
by Jet
Any good practical reference paper on the calculation of OAS in the short rate world?
OAS papers
Posted: March 27th, 2003, 1:09 pm
by mrbadguy
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.
OAS papers
Posted: March 27th, 2003, 1:47 pm
by Jet
mrbadguy, thanks a lot. They are realy helpful. You're a mrgoodguy!Cheers,Jet
OAS papers
Posted: February 2nd, 2005, 1:54 pm
by Charlie
do these papers exist in electronic form? I can't find a reference in the book forum!ThanksCharlie