标题: Option Adjusted Spread [打印本页]

---

作者: rohitdoshi    时间: 2011-7-11 19:21     标题: Option Adjusted Spread

Why is it that higher volatility for a callable bond leads to a smaller OAS compared to the same callable bond with a lower volatility? per page 302 Book 5 CFAI

---

欢迎光临 CFA论坛 (http://forum.theanalystspace.com/)

Powered by Discuz! 7.2