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  • INDUSTRIES SERVED
    • Banking
    • Insurance
    • Asset Management
    • Corporate Treasury
  • SOLUTIONS
      • Kamakura Risk Manager (KRM)
            • Credit Risk
            • Net Income Simulation
            • Yield Curve Smoothing
            • Market Valuation
            • Value-At-Risk
            • Transfer Pricing

      • Kamakura Risk Information Services (KRIS)
            • Interest Rate and Yeild Curve Data
            • Default Probabilities
            • CLO and Bond Analytics
            • Credit Portfolio Analysis
            • Troubled Company Index
            • KRIS Country Coverage

  • RESEARCH
    • Research Library
  • BLOGS
    • Donald R. Van Deventer, Ph.d.
    • Martin M. Zorn
    • Sou-Cheng Choi Ph.d
  • COMPANY
      • Executive Profiles
      • Company Facts & Milestones
      • Careers
      • Leadership Team
      • Office Locations
      • Press Releases
  • CONTACT US

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  • Donald R. Van Deventer, Ph.d.
  • Martin M. Zorn
  • Sou-Cheng Choi Ph.d

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Join Kamakura at Risk Minds Insurance

Jul 14, 2020 | Events

Due to the escalation of the situation regarding COVID-19 in Europe, we have taken the decision to postpone RiskMinds Insurance...

Kamakura to Present at Risk Americas

Jul 14, 2020 | Events

This paper analyzes the number and the nature of factors driving the movements in the  Japanese Government Bond yield curve from...

Join Kamakura at Risk Minds Insurance

Jul 14, 2020 | Events

Due to the escalation of the situation regarding COVID-19 in Europe, we have taken the decision to postpone RiskMinds Insurance...

Kamakura to Present at Risk Americas

Jul 14, 2020 | Events

This paper analyzes the number and the nature of factors driving the movements in the  Japanese Government Bond yield curve from...

Kamakura to Present at Risk Americas

Jul 14, 2020 | Events

This paper analyzes the number and the nature of factors driving the movements in the  Japanese Government Bond yield curve from...

Join Kamakura at Risk Minds Insurance

Jul 14, 2020 | Events

Due to the escalation of the situation regarding COVID-19 in Europe, we have taken the decision to postpone RiskMinds Insurance...

A 10 Factor Heath, Jarrow and Morton Stochastic Volatility Model for the…

Jul 14, 2020 | BLOG

This paper analyzes the number and the nature of factors driving the movements in the U.S. Treasury yield curve from January 2,...

Kamakura to Present at Risk Americas

Jul 14, 2020 | Events

This paper analyzes the number and the nature of factors driving the movements in the  Japanese Government Bond yield curve from...

The Valuation of Corporate Coupon Bonds

Jul 13, 2020 | BLOG

This paper proposes and estimates a tractable, arbitrage-free valuation model for corporate coupon bonds that includes a more...

The Valuation of Corporate Coupon Bonds

Jul 13, 2020 | BLOG

This paper proposes and estimates a tractable, arbitrage-free valuation model for corporate coupon bonds that includes a more...

The Valuation of Corporate Coupon Bonds

Jul 13, 2020 | BLOG

This paper proposes and estimates a tractable, arbitrage-free valuation model for corporate coupon bonds that includes a more...

A 10 Factor Heath, Jarrow and Morton Stochastic Volatility Model for the…

Jul 13, 2020 | BLOG

This paper proposes and estimates a tractable, arbitrage-free valuation model for corporate coupon bonds that includes a more...

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