Darrell Duffie

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Dynamic asset pricing theory

by Darrell Duffie First published in 1992 — 5 editions

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How big banks fail and what to do about it

by Darrell Duffie First published in 2010 — 3 editions

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Measuring Corporate Default Risk

by Darrell Duffie First published in 2011 — 3 editions

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Multiperiod securities markets with differential information: martingales and resolution times

by Darrell Duffie First published in 1985 — 3 editions
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Post-Crisis Bank Regulations and Financial Market Liquidity

by Darrell Duffie First published in 2021 — 3 editions

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Dark markets: asset pricing and information transmission in over-the-counter markets

by Darrell Duffie First published in 2011 — 3 editions

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Credit Risk: Pricing, Measurement, and Management (Princeton Series in Finance)

by Darrell Duffie First published in 2003 — 3 editions

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Futures markets

by Darrell Duffie First published in 1989 — 2 editions
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Multi-period corporate failure prediction with stochastic covariates

by Darrell Duffie First published in 2004 — 2 editions

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Over-the-counter markets

by Darrell Duffie First published in 2004 — 2 editions

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Structured Credit Products: Credit Derivatives and Synthetic Securitisation

by Moorad Choudhry and Darrell Duffie First published in 2011 — 2 editions

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Kyodai ginkō wa naze hatanshitanoka: Purosesu to sono taisaku

by Darrell Duffie and Toshiki Honda First published in 2011 — 1 edition
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Lun da yin hang de dao diao

by Darrell Duffie First published in 2012 — 1 edition
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Implementing Arrow-Debreu equilibria by continuous trading of few long-lived securities

by Darrell Duffie First published in 1983 — 1 edition
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Innovations in credit risk transfer: implications for financial stability

by Darrell Duffie First published in 2008 — 1 edition

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Transform analysis and asset pricing for affine jump-diffusions

by Darrell Duffie First published in 1999 — 1 edition

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Asset pricing with stochastic differential utility

by Darrell Duffie First published in 1991 — 1 edition

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Diffusion approximation in Arrow's model of exhaustable resources

by Darrell Duffie First published in 1983 — 1 edition

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Multi-period corporate default prediction with stochastic covariates

by Darrell Duffie First published in 2006 — 1 edition

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Valuation in over-the-counter markets

by Darrell Duffie First published in 2006 — 1 edition

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OLID: OL449549A

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Created April 1, 2008
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August 31, 2008	Edited by RenameBot	fix author name
April 1, 2008	Created by an anonymous user	initial import

Darrell Duffie

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