Donald R. van Deventer, Ph.D.

Advanced Financial Risk Management

Advanced Financial Risk Management: Tools and Techniques for Integrated Credit Risk and Interest Rate Risk Management by Donald R. Van Deventer, Kenji Imai and Mark Mesler.

Read or download it here.

10-Country Foreign Exchange and Yield Simulations

Asia-Pacific

Australia
Japan
New Zealand
Singapore
Thailand

Europe

Germany
Sweden
United Kingdom

Americas

Canada
United States

Key Issues in Risk Management with References

Heath, Jarrow and Morton No-Arbitrage Valuations and Simulation

No-Arbitrage Credit Risk Valuation and Hedging

Coming Soon

No-Arbitrage Foreign Exchange Rate Simulation and Hedging

Coming Soon

Integrated Credit Risk and Interest Rate Analytics

Coming Soon

Non-maturity Deposit Valuation and Hedging

Recognizing “Own Bank” Credit Risk
Ignoring “Own Bank” Credit Risk

No-arbitrage Valuation and Valuation

Analytical Overview
Credit-risk-free Callable Bond Valuation and Hedging
Mortgage Valuation and Hedging
Consumer Loan Valuation and Hedging
Corporate Bond Valuation and Hedging

Essential References in Risk Management

Coming Soon