Kamakura’s risk management tools and counsel are built on a foundation of research that is ongoing, unrivaled, extensive, peer reviewed and highly regarded. This is one reason why Kamakura is a recognized leader in the application of advanced analytics in trading and financial risk management.

Derivatives are not static, unchanging or inflexible. They unfold, evolve and shift almost daily. Hence, any analytical tool that tries to incorporate and value derivatives must have scouts on the front lines – leading industry thinkers to send back the latest, most accurate intelligence from the financial sector, regulatory arena, academia and the trading floor.

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Research By Our Experts

Dr. Robert Jarrow

Author of eight books and over one hundred articles, papers, publications, Dr. Jarrow is one of the world’s foremost authorities on bond market dynamics and foreign exchange and leads Kamakura’s research initiaitives.

Dr. Donald van Deventer

Author of six books and countless articles, Dr. van Deventer has provided over twenty-five years of experience and knowledge in the area of risk management. His areas of focus include integrated credit risk and interest rate risk management, credit risk models, asset and liability management, to name a few.

Dr. Jens Hilscher

Serving as Kamakura’s Senior Research Fellow, Dr. Hilscher’s areas of concentration include expertise are empirical asset pricing, credit risk, corporate finance, and international finance. Dr. Hilscher’s research concentrates on the empirical pricing effects of credit and distress risk on stocks and bonds.

Dr. Sou-Cheng Choi

Dr. Sou-Cheng T. Choi joined Kamakura as Chief Data Scientist on February 1., 2020. Dr. Choi previously served as the Principal Data Scientist and Lead Researcher in Machine Learning for the automotive and life innovation groups at Allstate Corporation, where she developed real-time risk models using advanced machine learning technology.

Research Library

This research is for use by clients and friends of Kamakura Corporation. We welcome you to our research library. Please contact us at for more information.
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