Contact Us
Home > Donald R. Van Deventer, Ph.D. | RESEARCH

ABOUT THE AUTHOR

Donald R. Van Deventer, Ph.D.

Don founded Kamakura Corporation in April 1990 and currently serves as Co-Chair, Center for Applied Quantitative Finance, Risk Research and Quantitative Solutions at SAS. Don’s focus at SAS is quantitative finance, credit risk, asset and liability management, and portfolio management for the most sophisticated financial services firms in the world.

Read More

OTHER AUTHORS

CONNECT ME

ARCHIVES

A Practical Guide to the Valuation of Coupon-Bearing Fixed Income Securities

01/30/2023 07:22 AM

Robert A. Jarrow and Donald R. van Deventer

A Revised Version of this Note is Forthcoming in the Journal of Fixed Income

 

 

ABOUT THE AUTHOR

Donald R. Van Deventer, Ph.D.

Don founded Kamakura Corporation in April 1990 and currently serves as Co-Chair, Center for Applied Quantitative Finance, Risk Research and Quantitative Solutions at SAS. Don’s focus at SAS is quantitative finance, credit risk, asset and liability management, and portfolio management for the most sophisticated financial services firms in the world.

Read More

OTHER AUTHORS

CONNECT ME

ARCHIVES