1
$\begingroup$

I have been through the CITI Yield book paper and the OAS by Barclays. Is there is anything else that tackles this topic?

Any help would be much appreciated.

Cheers!

$\endgroup$
1
  • $\begingroup$ Boyarchenko (2014): Understanding Mortgage Spreads . Miller, Tom (2007): Introduction to Option-Adjusted Spread Analysis. $\endgroup$
    – Alex C
    Jan 29, 2017 at 23:59

0

Your Answer

By clicking “Post Your Answer”, you agree to our terms of service and acknowledge you have read our privacy policy.