SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Donald R. van Deventer · Study

Home/Author

Donald R. van Deventer

9 works· latest 2014cluster: provisional

h-index8

i108

Citations627

Works here9

92

93

94

98

03

04

13

14

Most cited in this library

The Pricing of Risky Debt When Interest Rates are Stochastic1993 · 191 citations
Fitting Yield Curves and Forward Rate Curves With Maximum Smoothness1994 · 143 citations
The arbitrage-free valuation and hedging of demand deposits and credit card loans1998 · 120 citations
Advanced Financial Risk Management: Tools and Techniques for Integrated Credit Risk and Interest Rate Risk Management2004 · 65 citations
Credit risk models and the Basel Accords2003 · 33 citations

Works

9 shown

The impact of heuristics on the practice of risk management: The example of default probabilities

Journal of risk management in financial institutions·2014·2 authors

2citations

Advanced Financial Risk Management, Second Edition

Wiley eBooks·2013·3 authors·book

18citations

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

·2004·3 authors

65citations

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

The Journal of Risk·2003·2 authors

25citations

Credit risk models and the Basel Accords

·2003·2 authors

33citations

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

Journal of Banking & Finance·1998·2 authors·Open access

120citations

Fitting Yield Curves and Forward Rate Curves With Maximum Smoothness

The Journal of Fixed Income·1994·1 author

143citations

The Pricing of Risky Debt When Interest Rates are Stochastic

The Journal of Fixed Income·1993·3 authors

191citations

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

·1992·2 authors·book

30citations