Books by Dr. van Deventer
Advanced Financial Risk Management, Second Edition
Advanced Financial Risk Management: Tools and Techniques for Integrated Credit Risk and Interest Rate Risk Management. Author: Donald R. van Deventer, Kenji Imai, Mark Mesler. Publication date: April 2013.
Advanced Financial Risk Management: Tools and Techniques for …
Integrated Credit Risk and Interest Rate Risk Management. Author: Donald R. van Deventer, Kenji Imai, & Mark Mesler. Publication date: August 6, 2004.
Credit Risk Models and the Basel Accords
Credit Ratings Methodologies, Rationale and Default Risk
Credit Ratings Methodologies, Rationale and Default Risk. Consultant Editor Michael K. Ong. Contributors: Donald R. van Deventer and Jaqueline Outram. Publication date: 2003.
Financial Risk Analytics: A Term Structure Model Approach for …
Financial Risk Analytics: A Term Structure Model Approach for Banking, Insurance & Investment Management. Author: Donald R. van Deventer & Kenji Imai. Publication date: December 1, 1996. Text entirely updated with Advanced Financial Risk Management, available above.
Asset & Liability Management: A Synthesis of New Methodologies
Asset & Liability Management: A Synthesis of New Methodologies. Contributors: Robert A. Jarrow & Donald R. van Deventer. Publication date: 1998.
Financial Risk Management in Banking: The Theory and Application…
of Asset and Liability Management. Author: Dennis G. Uyemura & Donald R. van Deventer. Publication date: November 1, 1992.
Strategic Planning for Economic & Technological Change in the Financial Services Industry
Strategic Planning for Economic & Technological Change in the Financial Services Industry, Contributors: Donald R. van Deventer. Publication Date: December, 1982. Proceeding of the Eighth Annual Conference. Panel Presentation by Donald R. van Deventer entitled “Strategies and Organization for Interstate Expansion.”