Darrell Duffie

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Darrell Duffie

25 Published BooksDarrell Duffie

Popular Books by Darrell Duffie

How Big Banks Fail and What to Do about It
How Big Banks Fail and What to Do about It
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How Big Banks Fail and What to Do about It

By: Darrell Duffie
Dynamic Asset Pricing Theory
Dynamic Asset Pricing Theory
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Dynamic Asset Pricing Theory

By: Darrell Duffie
Dark Markets: Asset Pricing and Information Transmission in Over-the-Counter Markets
Dark Markets: Asset Pricing and Information Transmission in Over-the-Counter Markets
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Dark Markets: Asset Pricing and Information Transmission in Over-the-Counter Markets

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

By: Darrell Duffie
Fragmenting Markets: Post-Crisis Bank Regulations and Financial Market Liquidity
Fragmenting Markets: Post-Crisis Bank Regulations and Financial Market Liquidity
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Fragmenting Markets: Post-Crisis Bank Regulations and Financial Market Liquidity

By: Darrell Duffie
Dynamic Asset Pricing Theory: First Edition
Dynamic Asset Pricing Theory: First Edition
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Dynamic Asset Pricing Theory: First Edition

By: Darrell Duffie
Security Markets: Stochastic Models (Economic Theory, Econometrics, and Mathematical Economics)
Security Markets: Stochastic Models (Economic Theory, Econometrics, and Mathematical Economics)
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Security Markets: Stochastic Models (Economic Theory, Econometrics, and Mathematical Economics)

By: Darrell Duffie
Futures Markets
Futures Markets
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Futures Markets

By: Darrell Duffie
Measuring Corporate Default Risk
Measuring Corporate Default Risk
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Measuring Corporate Default Risk

By: Darrell Duffie
Implementing Arrow-Debreu equilibria by continuous trading of few long-lived securities
Implementing Arrow-Debreu equilibria by continuous trading of few long-lived securities
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Implementing Arrow-Debreu equilibria by continuous trading of few long-lived securities

By: Darrell Duffie