Donald R. van Deventer

Caps and Floors

Donald R. van Deventer, Kenji Imai, Mark 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 .

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 .