Concepedia

Donald R. van Deventer

DR

3

Publications

458

Citations

3

H-Index

1993

Active since

Affiliations

Mitsubishi Electric (Japan)(Current)

Donald R. van Deventer is an author at Mitsubishi Electric (Japan) specializing in economics, financial economics, and finance.

Top concepts

Publications per year

1993–1998

3

Publications

3

The Pricing of Risky Debt When Interest Rates are Stochastic

David C. Shimko, Naohiko Tejima, Donald R. van Deventer · The Journal of Fixed Income · 1993 · 195 citations

, , +7

Fitting Yield Curves and Forward Rate Curves With Maximum Smoothness

K.J. Adams, Donald R. van Deventer · The Journal of Fixed Income · 1994 · 143 citations

, , +3

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

Robert A. Jarrow, Donald R. van Deventer · Journal of Banking & Finance · 1998 · 120 citations · Full text

, , +18

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