Mortgage Valuation Models
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Published By Oxford University Press

9780199998166

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How to Measure Risk, Rank Deals, and Set Aside Capital

Mortgage Valuation Models ◽

10.1093/acprof:oso/9780199998166.003.0020 ◽

2014 ◽

pp. 395-414

Author(s):

Andrew Davidson ◽

Alexander Levin

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Lesson #3: Fair versus Intrinsic Valuation under Market Duress

Mortgage Valuation Models ◽

10.1093/acprof:oso/9780199998166.003.0019 ◽

2014 ◽

pp. 381-392

Author(s):

Andrew Davidson ◽

Alexander Levin

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The Concept of Credit Option-Adjusted Spread

Mortgage Valuation Models ◽

10.1093/acprof:oso/9780199998166.003.0014 ◽

2014 ◽

pp. 267-288

Author(s):

Andrew Davidson ◽

Alexander Levin

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Investors in Mortgage-Backed Securities

Mortgage Valuation Models ◽

10.1093/acprof:oso/9780199998166.003.0004 ◽

2014 ◽

pp. 39-53

Author(s):

Andrew Davidson ◽

Alexander Levin

Keyword(s):

Mortgage Backed Securities

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Credit Analysis on a Scenario Grid and Analytical Shortcuts

Mortgage Valuation Models ◽

10.1093/acprof:oso/9780199998166.003.0016 ◽

2014 ◽

pp. 318-336

Author(s):

Andrew Davidson ◽

Alexander Levin

Keyword(s):

Credit Analysis

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Empirical Modeling of Home Prices

Mortgage Valuation Models ◽

10.1093/acprof:oso/9780199998166.003.0015 ◽

2014 ◽

pp. 289-317

Author(s):

Andrew Davidson ◽

Alexander Levin

Keyword(s):

Empirical Modeling ◽

Home Prices

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Loan Level Modeling of Prepayment and Default

Mortgage Valuation Models ◽

10.1093/acprof:oso/9780199998166.003.0013 ◽

2014 ◽

pp. 247-266

Author(s):

Andrew Davidson ◽

Alexander Levin

Keyword(s):

Prepayment And Default

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Applications of the Option-Adjusted Spread Valuation Approach to Agency Mortgage-Backed Securities

Mortgage Valuation Models ◽

10.1093/acprof:oso/9780199998166.003.0011 ◽

2014 ◽

pp. 198-220

Author(s):

Andrew Davidson ◽

Alexander Levin

Keyword(s):

Mortgage Backed Securities

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Engineering of Valuation Models without Simulations

Mortgage Valuation Models ◽

10.1093/acprof:oso/9780199998166.003.0009 ◽

2014 ◽

pp. 145-173

Author(s):

Andrew Davidson ◽

Alexander Levin

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Valuation with Risk Factors and Risk Neutrality

Mortgage Valuation Models ◽

10.1093/acprof:oso/9780199998166.003.0005 ◽

2014 ◽

pp. 54-75

Author(s):

Andrew Davidson ◽

Alexander Levin

Keyword(s):

Risk Factors

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