What is the impact of greater volatility on the option-adjusted spread?
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What is the impact of greater volatility on the option-adjusted spread?
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Greater volatility generally leads to an increase in the optionadjusted spread OAS Heres an explanation of the impact of greater volatility on the OAS ...View the full answer
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Muhammad Umair
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Related Book For
Introduction To Fixed Income Analytics
ISBN: 9780470572139
2nd Edition
Authors: Steven V. Mann, Frank J. Fabozzi
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