Duffie, Darrell
Duffie, Darrell, 1954-....
Darrell Duffie American economist
VIAF ID: 85304189 ( Personal )
Permalink: http://viaf.org/viaf/85304189
Preferred Forms
- 100 0 _ ‡a Darrell Duffie ‡c American economist
- 200 _ | ‡a Duffie ‡b Darrell ‡f 1954-....
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- 100 1 _ ‡a Duffie, Darrell
- 100 1 _ ‡a Duffie, Darrell
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- 100 1 _ ‡a Duffie, Darrell
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- 100 1 _ ‡a Duffie, Darrell
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- 100 1 _ ‡a Duffie, Darrell ‡d 1954-
- 100 1 _ ‡a Duffie, Darrell ‡d 1954-
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- 100 1 _ ‡a Duffie, Darrell, ‡d 1954-....
4xx's: Alternate Name Forms (23)
5xx's: Related Names (5)
- 510 2 _ ‡a Graduate School of Business
- 510 2 _ ‡a National Bureau of Economic Research
- 510 2 _ ‡a National Bureau of Economic Research ‡4 affi ‡4 https://d-nb.info/standards/elementset/gnd#affiliation ‡e Affiliation
- 510 2 _ ‡a Stanford University
- 510 2 _ ‡a Stanford University ‡b Graduate School of Business ‡4 affi ‡4 https://d-nb.info/standards/elementset/gnd#affiliation ‡e Affiliation
Works
Title | Sources |
---|---|
Advances in general equilibrium theory, 1984 | |
Asset pricing with stochastic differential utility. | |
Cours d'introduction au probleme de l'evaluation du prix des actions en temps continu | |
Credit risk modeling with affine processes | |
Credit risk pricing, measurement, and management | |
Dark markets : asset pricing and information transmission in over-the-counter markets | |
Diffusion approxikmation in Arrow's model of exhaustable resources | |
Dynamic asset pricing theory | |
Equilibrium and the role of the firm in incomplete markets | |
The Exact Law of Large Numbers for Independent Random Matching | |
Financial econometrics : problems, models, and methods | |
Fragmenting markets post-crisis bank regulations and financial market liquidity | |
Futures markets | |
Fuyūchāzu māketto | |
How big banks fail and what to do about it | |
Innovations in credit risk transfer implications for financial stability | |
An introductory theory of security markets, c1988: | |
Kurejitto risuku : Hyoka keisoku kanri. | |
Kyodai ginkō wa naze hatanshitanoka : Purosesu to sono taisaku | |
Large portfolio losses | |
Liquidation risk | |
Mathematical finance | |
Mean variance hedging in continous time [Bonn Workshop, June 6 - July 1, 1988] | |
Measuring corporate default risk | |
Modèles dynamiques d'évaluation | |
Multi-period corporate failure prediction with stochastic covariates | |
Multiperiod security markets with differential information: martingales and resolution times | |
n87927736 | |
Princeton series in finance | |
Security markets stochastic models | |
Shisan kakaku no riron : Kabushiki saiken deribatibu no puraishingu | |
Some aspects of the central role of financial market microstructure : Volatility dynamics, optimal trading and market design | |
Structured credit products : credit derivatives and synthetic securitisation | |
Systemic Risk Exposures : a 10-by-10-by-10 Approach | |
Transform analysis and asset pricing for affine jump-diffusions | |
クレジットリスク : 評価・計測・管理 | |
フューチャーズマーケット : 先物市場 | |
巨大銀行はなぜ破綻したのか : プロセスとその対策 | |
資産価格の理論 : 株式・債権・デリバティブのプライシング |