D. R. V. Deventer

发表

Advanced Financial Risk Management, Second Edition: Tools and Techniques for Integrated Credit Risk and Interest Rate Risk Management

D. R. V. Deventer, K. Imai, M. Mesler, 2013 .

Financial risk analytics : a term structure model approach for banking, insurance and investment management

Donald R. van Deventer, Kenji Imai, D. R. V. Deventer, 1997 .

Credit risk models and the Basel Accords

D. R. V. Deventer, K. Imai, 2003 .

Financial risk management in banking : the theory & application of asset & liability management

D. R. V. Deventer, D. Uyemura, 1993 .

Fair-value accounting, CDOs and the credit crisis of 2007-2008: complexity and model risk in the collateralized debt obligation market are severe

D. R. V. Deventer, 2008 .

HJM Interest Rate Modeling with Three Risk Factors

D. R. V. Deventer, K. Imai, M. Mesler, 2013 .

Advanced Financial Risk Management: Tools and Techniques for Integrated Credit Risk and Interest Rate Risk Management

Donald R. van Deventer, Kenji Imai, Mark Mesler, 2004 .

The arbitrage-free valuation and hedging of demand deposits and credit card loans

Robert A. Jarrow, Donald R. van Deventer, R. Jarrow, 1998 .

A robust test of Merton's structural model for credit risk

R. Jarrow, D. R. V. Deventer, Xiaoming Wang, 2003 .