Top traders, investors, and analysts agree that one method, option-adjusted spread (OAS)
analysis, is the most useful way to compare and value securities with options. Nearly every …

The option-adjusted spread (OAS) has developed into a popular and powerful tool for
portfolio management. The OAS allows the investor to adjust ex ante yields to a consistent …

Yield curve and yield volatilities are important inputs for pricing interest rate deriva tives, for
generation of interest rate scenarios, etc. Nonanticipated errors in their estimates may …

Analytical valuation of mortgage-backed securities (MBS) requires a process for generating
future interest rates to value the embedded prepayment option. While many single-factor …

DESIGNING CALLABLE BONDS USING SIMULATED ANNEALING 1 INTRODUCTION Page 1
DESIGNING CALLABLE BONDS USING SIMULATED ANNEALING 1 Martin R. Hohner 1 …

Οι χρηματοοικονομικές αγορές επηρεάζουν την οικονομικήδραστηριότητα με πολλούς
τρόπους και για αυτό τον λόγο δημιουργούν πολλώνειδών προκλήσεις για τους υπεύθυνους …