Company Publications

The Pipeline is a publication of Andrew Davidson & Co., Inc.'s knowledgeable development and consultant team as a"pipeline"of relevant and useful information for participants in the fixed income industry. We address recent trends, changes and advances that our consultants, developers and sales force have extensively studied.

Quantitative Perspectives (QP) is an independent commentary in which Andrew Davidson & Co., Inc. examines topical issues related to the mortgage and derivatives markets. These publication provide an in-depth look into our models.

Andrew Davidson, Anthony Sanders, Lan-Ling Wolff & Anne Ching: Securitization: Structuring & Investment Analysis.

Andrew Davidson: "Overview of Alternative Duration Measures for Mortgage-Backed Securities."

Andrew Davidson: "Understanding Premium Mortgage-Backed Securities: Observations and Analysis."

Andrew Davidson, Bob Kulason, and Michael Herskovitz: A Comparison of Methods for Analyzing Mortgage-Backed Securities.

Andrew Davidson and Michael Herskovitz: Mortgage-Backed Securities: Investment Analysis & Advanced Valuation Techniques.

Andrew Davidson and Michael Herskovitz: Mortgage-Backed Securities: Workbook.

Andrew Davidson, Michael Herskovitz and Leonard Van Drunen: The Refinancing Threshold Pricing Model: An Economic Approach to Valuing MBS.

Andrew Davidson, Thomas Ho and Yung Lim: Collateralized Mortgage Obligations: Analysis, Valuation and Portfolio Strategy.