OAS and volatility risk - 【CFA学习交流讨论】 - CFA论坛

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发表于 2011-7-13 15:28 | 显示全部帖子

jorge , oas captures everything EXCEPT the optionality . I think Lvl I and II both had topics on OAS

Edited 1 time(s). Last edit at Thursday, December 23, 2010 at 09:28PM by janakisri.

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