Books by Darrell Duffie
7 titles available, newest first by original publication date.
Credit Risk: Pricing, Measurement, and Management
Darrell Duffie
$159.99
Dynamic Asset Pricing Theory: Third Edition
Darrell Duffie
$159.99
Multiperiod Securities Markets With Differential Information: Martingales and Resolution Times
Multiperiod Securities Markets With Differential Information: Martingales and Resolution Times
Darrell Duffie
$15.99
Measuring Corporate Default Risk
Measuring Corporate Default Risk
Darrell Duffie
$45.99
Fragmenting Markets: Post-Crisis Bank Regulations and Financial Market Liquidity
Fragmenting Markets: Post-Crisis Bank Regulations and Financial Market Liquidity
Darrell Duffie
$56.99
Implementing Arrow-Debreu Equilibria by Continuous Trading of Few Long-Lived Securities
Implementing Arrow-Debreu Equilibria by Continuous Trading of Few Long-Lived Securities
Darrell Duffie
$14.99
Security Markets: Stochastic Models
Security Markets: Stochastic Models
Darrell Duffie
$197.99