| OAS reflects: | |||
| yield difference due to the embedded option? | No | ||
| credit risk? | Yes | ||
| liquidity risk? | Yes | ||
| (different assumption concerning the) volatility of interest rates? | Yes |
Monday, February 14, 2011
OAS
Subscribe to:
Post Comments (Atom)
skip to main |
skip to sidebar
Labels
Blog Archive
-
▼
2011
(225)
-
▼
February
(47)
- Social Regulations: objectives
- Capture Hypotheis
- Creative Response
- Autoregressive Conditional Heteroskedasticity (ARCH)
- Misspecified model: a variable grows at a constant...
- Standard III(A) Loyalty, Prudence and Care
- Swap: Credit risk
- Currency Swap
- (plannded amortization class) CMO and MBS
- CMBS and MBS
- Required Return Estimate Factors: control premium
- Gordon Growth Model (GGM)
- Venture Capital Fund: price per share
- Venture Capital Fund: Paid-in capital, Percentage ...
- Capital budgeting project: Discount rate
- Capital budgeting project: Sunk cost and Economic ...
- Capital budgeting project: capital rationing system
- Scenario analysis
- After-tax cash flow for a replacement project
- Divestiture
- Proportionate consolidation method and Equity method
- Monetary Policy
- Fiscal Policy
- OAS
- FCFF and FCFE: change in dividends and additional ...
- Total firm value
- free cash flow valuation models: advantages
- Liquidation value
- Labor productivity (Real wage rate)
- Temporal method: realized and unrealized gains or ...
- Convertible bond: reverse split
- Convertible bond: Limited downside risk associated...
- Hard put and Soft put
- Convertible bond: Conversion ratio, Market convers...
- Persistence of abnormal earnings
- Residual Return on Capital (RROC)
- Residual income
- U.S. GAAP: hyperinflationary economy
- Current Rate Method and Temporal Method
- Nonmonetary assets: Realized and Unrealized Gain u...
- Net monetary liability exposures
- Merger: Acquirer's Gain and Share Price of the com...
- Business Combinations
- Foreign bond return when the foreign country's eco...
- Currency exposure of a foreign stock investment
- sensitivity between euro-denominated and dollar-de...
- Misspecified Functional Form
-
▼
February
(47)
Copyright 2009 cfaglossary-International-Business-Times-AU
0 comments:
Post a Comment