Darrell Duffie
Books
- Simulated Moments Estimation of Markov Models of Asset Prices
- Structured Credit Products
- Dynamic Asset Pricing Theory, Third Edition
- Diffusion approximation in Arrow's model of exhaustable resources
- Multiperiod securities markets with differential information
- How big banks fail
- Regolamentazione del settore bancario dopo la crisi e la liquidità dei mercati finanziari
- Post-Crisis Bank Regulations and Financial Market Liquidity
- Multi-period corporate default prediction with stochastic covariates
- Futures markets
- Dynamic asset pricing theory
- Measuring corporate default risk
- Common Failings
- Lun da yin hang de dao diao
- How big banks fail and what to do about it
- Implementing Arrow-Debreu equilibria by continuous trading of few long-lived securities
- Transform analysis and asset pricing for affine jump-diffusions
- Over-the-counter markets
- Dark markets
- Measuring Corporate Default Risk
- Credit risk
- ill - Credit risk
- Security markets
- Multi-period corporate failure prediction with stochastic covariates
- Kyodai ginkō wa naze hatanshitanoka
- Asset pricing with stochastic differential utility
- Innovations in credit risk transfer
- Valuation in over-the-counter markets
Author data: Open Library