Donald R. van Deventer

Kamakura Corporation

Suite 1400

2222 Kalakaua Avenue

Honolulu, HI 96815

United States

http://www.kamakuraco.com

SCHOLARLY PAPERS

2

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Scholarly Papers (2)

1.

The Valuation of Corporate Coupon Bonds

Number of pages: 50 Posted: 27 Nov 2018 Last Revised: 16 Oct 2023
Jens Hilscher, Robert A. Jarrow and Donald R. van Deventer
University of California, Davis, Cornell University - Samuel Curtis Johnson Graduate School of Management and Kamakura Corporation
Downloads 406 (131,200)
Citation 2

Abstract:

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corporate bonds, default probabilities, credit spreads, recovery rates, illiquidity

2.

A Bottom-up, Reduced Form Credit Risk Model Approach for the Determination of Collateralized Loan Obligation Capital

Number of pages: 28 Posted: 22 Mar 2023
Robert A. Jarrow and Donald R. van Deventer
Cornell University - Samuel Curtis Johnson Graduate School of Management and Kamakura Corporation
Downloads 175 (305,597)

Abstract:

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