What is the impact of greater volatility on the option-adjusted spread?

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Introduction To Fixed Income Analytics

ISBN: 9780470572139

2nd Edition

Authors: Steven V. Mann, Frank J. Fabozzi

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Question Posted: Apr 30, 2024 01:02 AM

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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

Introduction To Fixed Income Analytics

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