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dreampak

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tT
发表于 2011-7-11 19:47 | 只看该作者

OAS from Binomial Model

someone, basis, points, please
OAS is discussed on P312 of V5. Can someone please explain why the OAS is 35 basis points.

 

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chaojimali

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发表于 2011-7-11 19:47 | 只看该作者
Trial and error..you start adding say 5 bps until you get a price which equals the market price...you will not have to o that on the exam, thank god.

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