Primary Article
Understanding Option-Adjusted Spreads
The Implied Prepayment Hypothesis
Si Chen
The Journal of Portfolio Management Summer 1996, 22 (4) 104-113; DOI: https://doi.org/10.3905/jpm.1996.409570
Si Chen
A portfolio manager at Fischer Francis Trees & Watts in New York (NY 10166).
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Understanding Option-Adjusted Spreads
Si Chen
The Journal of Portfolio Management Jul 1996, 22 (4) 104-113; DOI: 10.3905/jpm.1996.409570
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