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