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Books written by Dr. Donald R. van Deventer

Advanced Financial Risk Management: Tools and Techniques for Integrated Credit Risk and Interest Rate Risk Management

Advanced Financial Risk Management  

Author: Donald R. van Deventer, Kenji Imai, & Mark Mesler
Format: Hardcover
Published by John Wiley & Sons
Publication date: August 6, 2004
ISBN:
0470821264
Description

 



Credit Risk Models & the Basel Accords

Credit Risk Models and the Basel Accords

Author: Donald R. van Deventer & Kenji Imai
Format: Hardcover
Published by John Wiley & Sons
Publication date: August 8, 2003
ISBN: 0-470-82091-8
Description

Chinese Credit Risk Models & the Basel Accords
Chinese

 


Purchase Japanese

Credit Ratings Methodologies, Rationale and Default Risk

Credit Ratings, Methodologies, Rationale & Default Risk  

Consultant Editor Michael K. Ong
Contributors: Don Van Deventer and Jaqueline Outram
Format: Hardcover
Published by Risk Publications
Publication date: 2003
ISBN: 1 899332 69 3

Buy this book at
Risk Publications
Haymarket House
28-29 Haymarket
London SW1Y 4RX
tel: 44 (0)171 484 9749
fax: 44 (0)171 484 9758

Asset & Liability Management: A Synthesis of New Methodologies

Asset & Liability Management: A Synthesis of New Methodologies  

Contributors: Robert A. Jarrow & Donald R. Van Deventer
Format: Hardcover
Published by Risk Publications
Publication date: 1998
ISBN: 1899332766

Buy this book at
Risk Publications
Haymarket House
28-29 Haymarket
London SW1Y 4RX
tel: 44 (0)171 484 9749
fax: 44 (0)171 484 9758
e-mail: lisa@risk.co.uk

Financial Risk Analytics: A Term Structure Model Approach for Banking, Insurance & Investment Management

Financial Risk Analytics: A Term Structure Model Approach for Banking, Insurance & Investment Management  

Author: Donald R. van Deventer & Kenji Imai
Format: Hardcover + Floppy Disk
Pages: 396
Published by Irwin Professional Publishing
Publication date: December 1, 1996
ISBN: 0786309644
Book Contents & Reviews
Text entirely updated with Advanced Financial Risk Management, available above.

Financial Risk Management in Banking: The Theory and Application of Asset and Liability Management

Financial Risk Management in Banking: The Theory and Application of Asset and Liability Management  

Author: Dennis G. Uyemura & Donald R. Van Deventer
Format:  Hardcover
Published by Probus Publishing Company
Publication date: November 1, 1992
ISBN: 1557383537
Book Contents & Reviews

Buy this book at
McGraw-Hill Bookstore
North America: 1-800-634-3966
International:  1-609-426-5436

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