Option-adjusted spread

Results: 45



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41Finance / Mortgage-backed security / Fixed income securities / Financial markets / Quantitative easing / Option-adjusted spread / Late-2000s financial crisis / Corporate bond / Interbank lending market / Economics / Financial economics / Structured finance

The Ins and Outs of LSAPs Arvind Krishnamurthy and Annette Vissing-Jorgensen Large-scale asset purchases (LSAPs), also often referred to as quantitative easing (QE), are a tool first deployed in 2001 by the Bank of Japan

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Source URL: kansascityfed.org

Language: English - Date: 2014-07-15 12:00:52
42Mortgage industry of the United States / Mortgage-backed security / Fixed income securities / United States housing bubble / Economics / Option-adjusted spread / Z-spread / Collateralized mortgage obligation / Mark-to-market accounting / Structured finance / Finance / Financial economics

Federal Reserve Bank of New York Staff Reports Understanding Mortgage Spreads Nina Boyarchenko

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Source URL: www.newyorkfed.org

Language: English - Date: 2014-05-22 11:43:41
43United States housing bubble / Economics / Mortgage-backed security / Mortgage / Fixed income securities / Mortgage industry of Denmark / Mortgage loan / Callable bond / Option-adjusted spread / Financial economics / Structured finance / Finance

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Source URL: www.bis.org

Language: English - Date: 2004-03-08 04:00:00
44Economics / Fixed income analysis / Option-adjusted spread / Structured finance / Valuation / Interest rate risk / Bond duration / Option / Immunization / Financial economics / Finance / Financial risk

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Source URL: rmtf.soa.org

Language: English - Date: 2003-06-02 13:46:43
45Finance / Mathematical finance / Economics / Options / Convex geometry / Bond duration / Bond / Puttable bond / Option-adjusted spread / Fixed income analysis / Financial economics / Bonds

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Source URL: janroman.dhis.org

Language: English - Date: 2004-12-04 03:16:38
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