Darrell Duffie

Darrell Duffie's books

How Big Banks Fail and What to Do about It

4.18 avg rating — 33 ratings

Dynamic Asset Pricing Theory

4.27 avg rating — 22 ratings

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

3.63 avg rating — 16 ratings

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

liked it 3.00 avg rating — 6 ratings

Dynamic Asset Pricing Theory: First Edition

it was amazing 5.00 avg rating — 1 rating

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

it was amazing 5.00 avg rating — 1 rating

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

liked it 3.00 avg rating — 1 rating

Futures Markets

0.00 avg rating — 0 ratings

Measuring Corporate Default Risk

0.00 avg rating — 0 ratings

Implementing Arrow-Debreu equilibria by continuous trading of few long-lived securities

0.00 avg rating — 0 ratings