Option-Adjusted Spread
Mathematics for AI and Machine Learning
From the book
This pictogram belongs to the Mathicon figure library for Oas. It follows the same visual conventions as the book diagrams even when it is not tied to a single printed mind-map node.
What this drawing shows
What you see. Shows simulated rate paths and the spread left over once every path has been priced, representing the option-adjusted spread.
In the book. Look up Option-Adjusted Spread in the manuscript index or chapter mind maps.
Where to read next
Look up Option-Adjusted Spread in the book index to find the matching figure or discussion. The pictogram follows the same visual conventions as the printed diagrams.
