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Securitization: Structuring & Investment Analysis

Andrew Davidson, Anthony Sanders, Lan-Ling Wolff & Anne Ching

Overview of Alternative Duration Measures for Mortgage-Backed Securities

Andrew Davidson

Understanding Premium Mortgage-Backed Securities: Observations and Analysis

Andrew Davidson

A Comparison of Methods for Analyzing Mortgage-Backed Securities

Andrew Davidson

Mortgage-Backed Securities: Investment Analysis & Advanced Valuation Techniques

Andrew Davidson and Michael Herskovitz

Mortgage-Backed Securities: Workbook

Andrew Davidson and Michael Herskovitz

The Refinancing Threshold Pricing Model: An Economic Approach to Valuing MBS

Andrew Davidson, Michael Herskovitz and Leonard Van Drunen

Collateralized Mortgage Obligations: Analysis, Valuation and Portfolio Strategy

Andrew Davidson, Michael Herskovitz and Leonard Van Drunen