Automotive Holiday Deals Books Gift Guide Books Gift Guide Shop Men's Athletic Shoes Learn more nav_sap_SWP_6M_fly_beacon Adele egg_2015 All-New Amazon Fire TV Grocery Gifts Under $50 Amazon Gift Card Offer bf15 bf15 bf15 $30 Off Amazon Echo $15 Off All-New Fire Kindle Black Friday Deals Black Friday Video Game Deals Shop Now HTL

Enter your mobile number or email address below and we'll send you a link to download the free Kindle App. Then you can start reading Kindle books on your smartphone, tablet, or computer - no Kindle device required.

  • Apple
  • Android
  • Windows Phone
  • Android

To get the free app, enter your email address or mobile phone number.

Buy Used
Condition: Used: Acceptable
Comment: Used, good condition book. Disc not included (listed as "acceptable" due to this). Average cover wear. Pages may have writing, underlining, highlighting and/or notes. Otherwise, pages remain in good condition. Exactly as pictured. Fast shipping from Amazon's fulfillment warehouse!
Sell yours for a Gift Card
We'll buy it for $4.21
Learn More
Trade in now
Have one to sell? Sell on Amazon
Flip to back Flip to front
Listen Playing... Paused   You're listening to a sample of the Audible audio edition.
Learn more
See this image

Financial Risk Analytics : A Term Structure Model Approach for Banking, Insurance & Investment Management Hardcover – November, 1996

2 customer reviews

See all formats and editions Hide other formats and editions
New from Used from
"Please retry"
$86.40 $0.41

Take an Extra 30% Off Any Book

Special Offers and Product Promotions

  • Take an Extra 30% Off Any Book: Use promo code HOLIDAY30 at checkout to get an extra 30% off any book for a limited time. Excludes Kindle eBooks and Audible Audiobooks. Restrictions apply. Learn more

Editorial Reviews


" a detailed, well-organized, practitioner-oriented compendium of models and computational procedures for valuation of fixed income securities and …" -- Olderich A. Vasicek, KMV Corporation

"fills the gaps left by dry finance textbooks with best markettested and uptodate complex bond valuation and risk measurement practices" -- David Shimko, J. P. Morgan

About the Author

Donald R. van Deventer is the Chairman and Chief Executive Officer and Founder of Kamakura Corporation in Japan. He previously held positions as Senior Vice President of Investment Banking for Shearson Lehman Hutton in Tokyo, Treasurer for First Interstate Bancorp and Vice President in Asset and Liability Management for Security Pacific.

Kenji Imai is Managing Director, Development of Kamakura Corporation. He was previously with the Global Structured Products Group at S.G. Warburg Securities (Japan), in which he was responsible for structuring tailor-made interest rate, currency and equity-linked products. Mr. Imai developed interest rate models and managed interest rate derivatives products in the Derivative Group at Sanwa Bank.


Hero Quick Promo
Holiday Deals in Kindle Books
Save up to 85% on more than 1,000 Kindle Books. These deals are valid until November 30, 2015. Learn more

Product Details

  • Hardcover: 396 pages
  • Publisher: Irwin Professional Pub; Har/Dskt edition (November 1996)
  • Language: English
  • ISBN-10: 0786309644
  • ISBN-13: 978-0786309641
  • Product Dimensions: 1.5 x 6.5 x 9.8 inches
  • Shipping Weight: 1.5 pounds
  • Average Customer Review: 4.0 out of 5 stars  See all reviews (2 customer reviews)
  • Amazon Best Sellers Rank: #4,126,868 in Books (See Top 100 in Books)

More About the Author

Discover books, learn about writers, read author blogs, and more.

Customer Reviews

5 star
4 star
3 star
2 star
1 star
See both customer reviews
Share your thoughts with other customers

Most Helpful Customer Reviews

6 of 6 people found the following review helpful By A Customer on August 1, 1997
Format: Hardcover
Although not easy reading this book should be a must for any banker or banker to be.

The authors' approach to a term structure model is the most solid analysis of profitability planning in the banking industry. In bringing this approach van Deventer & Imai present a well written primer that leads the reader through fixed income mathematics, yield curve smoothing, duration, convexity, term structure models, risk-neutral instruments, derivatives, advanced hedging & risk measument techniques.

This book requires some quantitative skills or great perseverance. Being past this hurdle any reader will find the authors approach an excellent contribution to the banking industry on its march towards Risk-adjusted Return on Capital
Comment Was this review helpful to you? Yes No Sending feedback...
Thank you for your feedback.
Sorry, we failed to record your vote. Please try again
Report abuse
4 of 7 people found the following review helpful By A Customer on August 11, 1999
Format: Hardcover
The authors claim that some intro Calculus and Probablity is all that you'll to follow this book, but I disagree. The authors go into the derivation of the Vasicek model, et al, and if you want to follow along, you'd better know something about PDE and Ito's Lemma. Even having Calc I and Calc II under your belt won't be enough. I hate books that tell you you'll only need some rudimentary math skills, and the proceed to blow you way with concepts not covered by the level of math they think is necessary to grasp their book. Certain chapters can be read without extensive math knowledge, but to get the full value from this book you'll need more. That's why I gave it only 3 stars.
Comment Was this review helpful to you? Yes No Sending feedback...
Thank you for your feedback.
Sorry, we failed to record your vote. Please try again
Report abuse