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:
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
Date:
04-07-1998
Category:
General Commentary
Prepayment Models
Author:
AD&Co Staff
Date:
03-31-1998
Category:
Cost of Funds
Prepayment Models
Author:
AD&Co Staff
Date:
03-24-1998
Category:
Prepayment Models
Author:
AD&Co Staff
Date:
03-17-1998
Category:
Adjustable-Rate Mortgages
Valuation
Author:
AD&Co Staff
Date:
03-10-1998
Category:
General Commentary
Author:
AD&Co Staff
Date:
03-03-1998
Category:
General Commentary
Author:
AD&Co Staff
Date:
02-24-1998
Category:
Adjustable-Rate Mortgages
Prepayment Models
Author:
AD&Co Staff
Date:
02-17-1998
Category:
Real Estate Investment Trust
Author:
AD&Co Staff
Date:
02-10-1998
Category:
Adjustable-Rate Mortgages
Real Estate Investment Trust
Author:
AD&Co Staff
Date:
02-04-1998
Category:
General Commentary
Author:
AD&Co Staff
Date:
01-27-1998
Category:
Value-at-Risk
Author:
AD&Co Staff
Date:
01-20-1998
Category:
General Commentary
Prepayment Models
Author:
AD&Co Staff
Date:
01-13-1998
Category:
Servicing
Author:
AD&Co Staff
Date:
01-06-1998
Category:
General Commentary
Author:
AD&Co Staff
Date:
12-23-1997
Category:
Adjustable-Rate Mortgages
Real Estate Investment Trust
Author:
AD&Co Staff
Date:
12-16-1997
Category:
General Commentary
Author:
AD&Co Staff
Date:
12-09-1997
Category:
Value-at-Risk
Author:
AD&Co Staff
Date:
12-02-1997
Category:
Prepayment Models
Author:
AD&Co Staff
Date:
11-25-1997
Category:
Value-at-Risk
Author:
AD&Co Staff
Date:
11-18-1997
Category:
Adjustable-Rate Mortgages
Valuation
Author:
AD&Co Staff
Date:
11-11-1997
Category:
Value-at-Risk
Author:
AD&Co Staff
Date:
11-04-1997
Category:
General Commentary
Author:
AD&Co Staff
Date:
10-28-1997
Category:
Real Estate Investment Trust
Author:
AD&Co Staff
Date:
10-21-1997
Category:
General Commentary
Author:
AD&Co Staff
Date:
10-14-1997
Category:
General Commentary
Author:
AD&Co Staff
Date:
10-07-1997
Category:
Option-Adjusted Spread
Valuation
Author:
AD&Co Staff
Date:
09-30-1997
Category:
General Commentary
Prepayment Models
Author:
AD&Co Staff
Date:
09-23-1997
Category:
Prepayment Models
Author:
AD&Co Staff
Date:
09-16-1997
Category:
General Commentary
Author:
AD&Co Staff
Date:
09-09-1997
Category:
General Commentary
Author:
AD&Co Staff
Date:
08-26-1997
Category:
Option-Adjusted Spread
Author:
AD&Co Staff
Date:
08-19-1997
Category:
Option-Adjusted Spread
Valuation
Author:
AD&Co Staff
Date:
08-12-1997
Category:
Value-at-Risk
Author:
AD&Co Staff
Date:
08-05-1997
Category:
Adjustable-Rate Mortgages
General Commentary
Author:
AD&Co Staff
Date:
07-29-1997
Category:
Adjustable-Rate Mortgages
Author:
AD&Co Staff
Date:
07-22-1997
Category:
General Commentary
Author:
AD&Co Staff
Date:
07-15-1997
Category:
Option-Adjusted Spread
Author:
AD&Co Staff
Date:
07-08-1997
Category:
Servicing
Author:
AD&Co Staff
Date:
07-01-1997
Category:
Adjustable-Rate Mortgages
Option-Adjusted Spread
Author:
AD&Co Staff
Date:
06-24-1997
Category:
General Commentary
Author:
AD&Co Staff
Date:
06-17-1997
Category:
Prepayment Models
Author:
AD&Co Staff
Date:
06-10-1997
Category:
Prepayment Models
Author:
AD&Co Staff
Date:
06-03-1997
Category:
Option-Adjusted Spread
Author:
AD&Co Staff
Date:
05-27-1997
Category:
Option-Adjusted Spread
Author:
AD&Co Staff
Date:
05-20-1997
Category:
Prepayment Models
Author:
AD&Co Staff
Date:
05-13-1997
Category:
Value-at-Risk
Author:
AD&Co Staff