标题: OAS from Binomial Model [打印本页]

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作者: dreampak    时间: 2011-7-11 19:47     标题: OAS from Binomial Model

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

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作者: chaojimali    时间: 2011-7-11 19:47

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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