Click on a term to reduce result list
The result list below will be reduced to the selected search terms. The terms are generated from the titles, abstracts and STW thesaurus of publications by the respective author.
12 records from EconBiz based on author Name
1. Understanding and Measuring Risks in Agency Cmos
abstractThe Agency CMO market, an often overlooked corner of mortgage finance, has experienced tremendous growth over the past decade. This paper explains the rationale behind the construction of Agency CMOs, quantifies risks embedded in Agency CMOs using a traditional and a novel approach, and offers valuable lessons learned when interpreting these risk measures. Among these lessons is that to fully understand the risks in Agency CMOs a full bond-by-bond analysis is necessary and that interest rate risk is not the only risk that needs to be considered when conducting risk management with CMOs
Arcidiacono, Nicholas; Cordell, Larry; Davidson, Andrew S.; Levin, Alexander;2013
Availability: Link Link
2. Understanding and measuring risks in agency CMOs
Arcidiacono, Nicholas; Cordell, Larry; Davidson, Andrew S.; Levin, Alexander;2013
Type: Arbeitspapier; Working Paper; Graue Literatur; Non-commercial literature;
Availability:
3. Is there a competitive equilibrium for the GSEs?
Cooperstein, Richard L.; Davidson, Andrew S.;2017
Type: Aufsatz in Zeitschrift; Article in journal;
Availability: Link
4. An overview of GSE reform
Davidson, Andrew S.;2016
Type: Aufsatz in Zeitschrift; Article in journal;
5. Mortgage valuation models : embedded options, risk, and uncertainty
Davidson, Andrew S.; Levin, Alexander;2014
6. Assessing credit risk in the RMBS sector
Mistretta, Suzanne; Davidson, Andrew S.;2012
Type: Aufsatz in Zeitschrift; Article in journal;
7. 1000 CEOs
abstractFrom humble beginnings to the stratospheric heights of corporate leadership, with all the progress and pitfalls on the way--learn how to succeed from one thousand of the world's most successful CEOs. For anyone interested in developing their business leadership skills, particularly those in middle management looking to progress in their career, this book is full of colorful and instructive career anecdotes and advice from business leaders around the globe.--From publisher description
Davidson, Andrew S.; Bolmeijer, Marjan;2009
8. The mortgage backed securities workbook : [hands-on analysis and valuation for investment decision making]
Davidson, Andrew S.; Herskovitz, Michael D.;1996
9. Mortgage backed securities : investment analysis & advanced valuation techniques
Davidson, Andrew S.; Herskovitz, Michael D.;1994
10. Collateralized mortgage obligations : analysis, valuation and portfolio strategy
Davidson, Andrew S.; Ho, Thomas S. Y.; Lim, Yung C.;1994