Quantitative Perspectives

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

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Date:
08-31-2020
Category:
Unemployment Modeling
Author:
Alex Levin
Date:
02-21-2017
Category:
Credit
Author:
Andrew Wilcox
Date:
10-03-2016
Category:
Valuation
Author:
Andrew Davidson
Alex Levin
Harry Lijia Qin
Date:
06-13-2014
Category:
Validation
Author:
Eknath Belbase
Date:
06-13-2014
Category:
Validation
Author:
Eknath Belbase
Date:
05-06-2014
Category:
Validation
Author:
Eknath Belbase
Date:
04-30-2014
Category:
Validation
Author:
Eknath Belbase
Sanjeeban Chatterjee
Date:
04-04-2014
Category:
Validation
Author:
Eknath Belbase
Date:
05-25-2013
Category:
Prepayment Models
Author:
Eknath Belbase
Date:
09-30-2012
Category:
Validation
Author:
Eknath Belbase
Date:
09-30-2012
Category:
Credit
Author:
Anne Ching
Date:
06-13-2012
Category:
HPI Modeling
Author:
Andrew Davidson
Alex Levin
Date:
06-13-2012
Category:
Validation
Author:
Eknath Belbase
Date:
12-01-2009
Category:
Credit
Author:
Sanjeeban Chatterjee
Date:
10-21-2009
Category:
HPI Modeling
Author:
Alex Levin
Date:
10-01-2008
Category:
Credit
Author:
Anne Ching
Date:
05-01-2006
Category:
Prepayment Models
Author:
Dan Szakallas
Date:
09-01-2005
Category:
Prepayment Models
Author:
Sanjeeban Chatterjee
Date:
10-22-2003
Category:
Valuation
Author:
Alex Levin
Date:
09-26-2002
Category:
Valuation
Author:
Alex Levin
Date:
06-27-2002
Category:
Prepayment Models
Author:
Howard Stern
Date:
03-27-2002
Category:
Prepayment Models
Author:
Eknath Belbase
Dan Szakallas
Date:
07-31-2001
Category:
Prepayment Models
Author:
Eknath Belbase
Date:
04-17-2001
Category:
Prepayment Models
Author:
Eknath Belbase
Dan Szakallas
Date:
01-24-2001
Category:
Prepayment Models
Author:
Eknath Belbase
Date:
07-25-2000
Category:
Adjustable-Rate Mortgages
Author:
Howard Stern
Date:
06-15-2000
Category:
Valuation
Author:
Eknath Belbase
Date:
05-01-1999
Category:
Prepayment Models
Author:
Howard Stern
Date:
03-01-1999
Category:
Prepayment Models
Author:
Eknath Belbase
Date:
02-01-1999
Category:
Adjustable-Rate Mortgages
Prepayment Models
Author:
Sanjeeban Chatterjee
Date:
01-01-1999
Category:
General Commentary
Author:
Andrew Davidson
Date:
07-29-1998
Category:
Option-Adjusted Spread
Valuation
Author:
AD&Co Staff
Date:
07-22-1998
Category:
Real Estate Investment Trust
Author:
AD&Co Staff
Date:
07-15-1998
Category:
Option-Adjusted Spread
Valuation
Author:
AD&Co Staff
Date:
06-30-1998
Category:
General Commentary
Author:
AD&Co Staff
Date:
06-23-1998
Category:
General Commentary
Author:
AD&Co Staff
Date:
06-16-1998
Category:
General Commentary
Prepayment Models
Author:
AD&Co Staff
Date:
06-09-1998
Category:
Prepayment Models
Author:
AD&Co Staff
Date:
06-02-1998
Category:
General Commentary
Author:
AD&Co Staff
Date:
05-27-1998
Category:
Adjustable-Rate Mortgages
Author:
AD&Co Staff
Date:
05-19-1998
Category:
Real Estate Investment Trust
Author:
AD&Co Staff
Date:
05-12-1998
Category:
Valuation
Author:
AD&Co Staff
Date:
05-05-1998
Category:
Prepayment Models
Author:
AD&Co Staff
Date:
04-28-1998
Category:
General Commentary
Author:
AD&Co Staff
Date:
04-21-1998
Category:
Adjustable-Rate Mortgages
Author:
AD&Co Staff
Date:
04-14-1998
Category:
Real Estate Investment Trust
Author:
AD&Co Staff