Option-adjusted Spread - See Also

See Also

  • Z-spread
  • I-spread
  • Convertible bonds must pay a similar increased yield (over the standard corporate bond) when they are callable by the issuing company.
  • Monte Carlo techniques are used to derive the Option adjusted spread.

Read more about this topic:  Option-adjusted Spread

Famous quotes containing the word see:

    Then turning to the disciples, Jesus said to them privately, “Blessed are the eyes that see what you see! For I tell you that many prophets and kings desired to see what you see, but did not see it, and to hear what you hear, but did not hear it.”
    Bible: New Testament, Luke 10:23,24.