The Concept of Credit OAS in Valuation of MBS

Alexander Levin; Andrew Davidson

doi:10.3905/jpm.2008.706242

The Concept of Credit OAS in Valuation of MBS

Alexander Levin and Andrew Davidson

The Journal of Portfolio Management Spring 2008, 34 (3) 41-55; DOI: https://doi.org/10.3905/jpm.2008.706242

Alexander Levin

The director of Valuation Development at Andrew Davidson & Co., Inc., in New York, NY.

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For correspondence: alex@ad-co.com

Andrew Davidson

The president and founder of Andrew Davidson & Co., Inc., in New York, NY.

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For correspondence: andy@ad-co.com

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vol. 34 no. 3 41-55

DOI

https://doi.org/10.3905/jpm.2008.706242

Published By

Pageant Media Ltd

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0095-4918

Online ISSN

2168-8656

History

Published online April 30, 2008.

Author Information

Alexander Levin
1. The director of Valuation Development at Andrew Davidson & Co., Inc., in New York, NY. (alex{at}ad-co.com)
Andrew Davidson
1. The president and founder of Andrew Davidson & Co., Inc., in New York, NY. (andy{at}ad-co.com)

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The Concept of Credit OAS in Valuation of MBS

Alexander Levin, Andrew Davidson

The Journal of Portfolio Management Apr 2008, 34 (3) 41-55; DOI: 10.3905/jpm.2008.706242

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The Concept of Credit OAS in Valuation of MBS

Alexander Levin, Andrew Davidson

The Journal of Portfolio Management Apr 2008, 34 (3) 41-55; DOI: 10.3905/jpm.2008.706242

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