Introduction to Option-Adjusted Spread Analysis, 3rd, Revised and Expanded Edition of the OAS Classic by Tom Windas

http://as.wiley.com/WileyCDA/WileyTitle/productCd-1576602419.html

一本把数学极度简化了的书，不过对于含权债的分析很透彻。而且对于理解bloomberg terminal里含权债的算法也有很大帮助。