Donald R. van Deventer, Ph.D.

Interest Rate Hedging when Using a Multi-Factor Heath, Jarrow, and Morton Model: United Kingdom, September 4, 2026.

Read or download it here.

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 the book here.

Asia-Pacific

• Australia
• Japan
• New Zealand
• Singapore
• Thailand

Europe

• Germany
• Sweden
• United Kingdom

Americas

• Canada
• United States

Heath, Jarrow and Morton No-Arbitrage Valuations and Simulation  

Coming Soon

Coming Soon

Coming Soon

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

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

Coming Soon