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Enron Mail |
Li,
I have tons of papers on OAS. They are buried in many boxes in my garage. Let my try to excavate some of them. Vince Li Sun@ENRON 09/07/2000 08:50 AM To: Vince J Kaminski/HOU/ECT@ECT cc: Subject: A question Hi, Vince, How are you doing? This is Li Sun, I have a question regarding OAS (Option-Adjusted Spread) model, according to my reading, it is a very powerful and practical model for dynamic balance sheet management and it is exactly what we want to do for the enterprise-wide risk management. Unfortunately OAS is only explained in a broad sense, I wonder whether I could get some recommendations on where I can get more detailed information regarding this topic. Many thanks! Li
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