Kamakura Corporation

Kamakura Corporation is a U.S. financial software company headquartered in Honolulu, Hawaii. It specializes in software for risk management for banking, insurance and investment businesses.The company was founded by its current CEO and Chairman Dr. Donald R. van Deventer, and asof 2011 Kamakura had served more than 200 clients in 34 countries. Cornell professor Robert A. Jarrow, co-creator of the Heath–Jarrow–Morton framework for pricing interest rate derivatives and the reduced form Jarrow–Turnbull credit risk models employed for pricing credit derivatives, serve as the company's Managing Director of Research.