Donald R. Van Deventer

Fitting Yield Curves and Forward Rate Curves With Maximum Smoothness

Kenneth J. Adams, Donald R. Van Deventer, 1994 .

The Pricing of Risky Debt When Interest Rates are Stochastic

D. Shimko, Donald R. Van Deventer, David C. Shimko, 1993, World Scientific Reference on Contingent Claims Analysis in Corporate Finance.

Synthetic CDO Equity

Robert A. Jarrow, Donald R. Van Deventer, 2008 .