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The Mortgage-Backed Securities Workbook By Andrew Davidson, Michael Herskovitz
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About the Author
Andrew Davidson is a financial innovator and leader in the development of financial research and analytics. He has worked extensively on mortgage-backed securities product development, valuation and hedging. He is president of Andrew Davidson & Co., Inc., a New York firm specializing in the application of analytical tools to investment management, which he founded in 1992.
Andrew Davidson is also co-author of Mortgage Valuation Models: Embedded Options, Risk and Uncertainty; Securitization: Structuring and Investment Analysis; and Mortgage-Backed Securities: Investment Analysis and Valuation Techniques. He has contributed to The Handbook of Mortgage-Backed Securities and other publications.
He was previously a financial analyst in Exxon's Treasurer's Department. He received an MBA in Finance at the University of Chicago and a BA in Mathematics and Physics at Harvard.
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