Duffie, Darrell

Darrell Duffie

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The Handbook of China's Financial System Marlene Amstad, Guofeng Sun, and Wei Xiong
A comprehensive, in-depth, and authoritative guide to China's financial system
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Dark Markets: Asset Pricing and Information Transmission in Over-the-Counter Markets Darrell Duffie
A concise introduction to modeling over-the-counter markets
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How Big Banks Fail and What to Do about It Darrell Duffie
A leading finance expert explains how and why big banks fail鈥攁nd what can be done to prevent it
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The Squam Lake Report: Fixing the Financial System Kenneth R. French, Martin N. Baily, John Y. Campbell, John H. Cochrane, Douglas W. Diamond, Darrell Duffie, Anil K. Kashyap, Frederic S. Mishkin, Raghuram G. Rajan, David S. Scharfstein, Robert J. Shiller, Hyun Song Shin, Matthew J. Slaughter, Jeremy C. Stein, and Ren茅 M. Stulz
A nonpartisan plan of action for fixing the global economy from fifteen of the world's leading economists
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Credit Risk: Pricing, Measurement, and Management Darrell Duffie and Kenneth J. Singleton
In this book, two of America's leading economists provide the first integrated treatment of the conceptual, practical, and empirical foundations for credit risk pricing and risk measurement. Masterfully applying theory to practice...
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Dynamic Asset Pricing Theory: Third Edition Darrell Duffie
This is a thoroughly updated edition of Dynamic Asset Pricing Theory, the standard text for doctoral students and researchers on the theory of asset pricing and portfolio selection in multiperiod settings under uncertainty. The asset...
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