ABSTRACT This paper analyzes the number and the nature of factors driving the movements in the German Bund yield curve from...
Donald R. Van Deventer, Ph.D.
Don founded Kamakura Corporation in April 1990 and currently serves as its chairman and chief executive officer where he focuses on enterprise wide risk management and modern credit risk technology. His primary financial consulting and research interests involve the practical application of leading edge financial theory to solve critical financial risk management problems. Don was elected to the 50 member RISK Magazine Hall of Fame in 2002 for his work at Kamakura.
Jul 18, 2017 | Donald R. Van Deventer, Ph.D.
ABSTRACT This paper analyzes the number and the nature of factors driving the movements in the German Bund yield curve from...