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option adjusted spread

1 statements across 1 episodes · 1 bullish · 0 bearish · 1 people on the record · first statement Feb 4, 2019 by Steve Kuhn · across every show →

Everything said about option adjusted spread, oldest first

Feb 4, 2019 positive
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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