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QuantMinds International
18 - 21 November 2024
InterContinental O2London

Donald van Deventer
Managing Director, Risk Research and Quantitative Solutions, SAS at SAS
Speaker

Profile

Dr. Donald van Deventer joined the Risk Research and Quantitative Solutions group at SAS Institute, Inc. in June 2022 through SAS’ acquisition of his previous firm, the Kamakura Corporation. He founded Kamakura in 1990 and served as Chairman and Chief Executive Officer until the acquisition.

Dr. van Deventer's emphasis at SAS Institute, Inc. is enterprise-wide risk management and modern credit risk technology. His primary financial consulting and research interests involve the practical application of leading-edge financial theory to solve critical financial risk management challenges.

Agenda Sessions

  • Correlated HJM modeling of multi-national risk-free yields and foreign exchange rates

    10:30