Kamakura’s risk management tools and counsel are built on a foundation of research that is ongoing, unrivaled, extensive, peer reviewed and highly regarded. This is one reason why Kamakura is a recognized leader in the application of advanced analytics in trading and financial risk management.

Derivatives are not static, unchanging or inflexible. They unfold, evolve and shift almost daily. Hence, any analytical tool that tries to incorporate and value derivatives must have scouts on the front lines – leading industry thinkers to send back the latest, most accurate intelligence from the financial sector, regulatory arena, academia and the trading floor.

We welcome you to register to search our Research Library.

Dr. Robert Jarrow
Author of eight books and over one hundred articles, papers, publications, Dr. Jarrow is one of the world's foremost authorities on bond market dynamics and foreign exchange and leads Kamakura's research initiaitives. Read more...

Dr. Donald van Deventer
Author of six books and countless articles, Dr. van Deventer has provided over twenty-five years of experience and knowledge in the area of risk management.  His areas of focus include integrated credit risk and interest rate risk management, credit risk models, asset and liability management, to name a few.  Read more...

Dr. Jens Hilscher
Serving as Kamakura's Senior Research Fellow, Dr. Hilscher's areas of concentration include expertise are empirical asset pricing, credit risk, corporate finance, and international finance. Dr. Hilscher's research concentrates on the empirical pricing effects of credit and distress risk on stocks and bonds. Read more...