option-adjusted spread 青云英语翻译 请在下面的文本框内输入文字,然后点击开始翻译按钮进行翻译,如果您看不到结果,请重新翻译! 翻译结果1翻译结果2翻译结果3翻译结果4翻译结果5 翻译结果1复制译文编辑译文朗读译文返回顶部 null 翻译结果2复制译文编辑译文朗读译文返回顶部...
option-adjusted-spread,-OAS网络期权调整价差法 网络释义 1. 期权调整价差法4.3.2 期权调整价差法(Option Adjusted Spread OAS)56-61 第5章 结论61-63 参考文献63-65 附录65-66 致谢66 >李恩友 >谈文胜 cdmd.cnki.com.cn|基于1 个网页© 2025 Microsoft 隐私声明和 Cookie 法律声明 广告 帮助 反馈...
介绍CFA二级考试Reading 34中,Option Adjusted Spread的含义、计算、和利率波动率之间的关联
The Z-spread is the constant yield spread over the benchmark spot curve. The I-spread is the yield spread of a specific bond over the standard swap rate in that currency of the same tenor.【释义】从z价差中减去以每年基点计算的期权价值,以计算期权调整价差(OAS)。z价差是基准现货曲线上的固定...
2) Analysis of Option-Adjusted Spread 期权调整价差分析3) Option Adjusted Spread 期权调整利差 例句>> 4) spreads option 差价期权 1. Probability analysis on trading stratege of stock spreads option; 股票差价期权交易策略的概率分析 更多例句>> ...
Define Option adjusted spread. Option adjusted spread synonyms, Option adjusted spread pronunciation, Option adjusted spread translation, English dictionary definition of Option adjusted spread. abbr. Organization of American States American Heritage®
在学习CFA 二级时遇到一个有些难懂的概念 OAS, 不过结合教材中的二叉树模型有助于理解为OAS 是有违约风险的含权债券(risky option embedded bond) 相对于无风险含权债券(default-free option embedded bond) 在相同利率波动率下的额外风险补偿(risk premium)。它在各个期限假定是一个常数(constant spread)。 如果...
Twitter Google Share on Facebook Option Adjusted Spread (redirected fromOption Adjusted Spreads) Infixed-income securitieswithembedded options, theyield spreadbetween twosecuritiescalculated as if the embedded options do not exist. Different models calculate the OAS slightly differently, but the basic equa...
The option-adjusted spread (OAS) is the measurement of the spread of a fixed-income security rate and therisk-free rate of return, which is then adjusted to take into account anembedded option. Typically, an analyst uses Treasury yields for the risk-free rate. The spread is added to the...
An option-adjusted spread, also referred to as OAS, is a measure used to determine the value of embedded options on the market. It is the difference between the price of a security with embedded options and the price of the same security without options. The option-adjusted spread is consid...