Option Adjusted Spread

topic on 1 show · 1 statements across 1 episodes

Capital Allocators

1 statements about Option Adjusted Spread, every show

CAPITAL ALLOCATORS Assertion Supported
Kuhn: Salomon's Yield Book Was First to Calculate Option-Adjusted Spread
“The yield book. If you're a mortgage person from that era, this was like the first machine that could actually calculate an option adjusted spread.”
Steve Kuhn Feb 4, 2019 ▶ 8:52 Steve Kuhn – Life After Hedge Funds (Capital Allocators, EP.85)

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