D

Darrell Duffie

25 books found

Books by Darrell Duffie
Dynamic asset pricing theoryDarrell Duffie
⏱ 6h 35m

Dynamic asset pricing theory

Darrell Duffie

1992395 pp.
Futures marketsDarrell Duffie
⏱ 6h 55m

Futures markets

Darrell Duffie

1989415 pp.
Measuring Corporate Default RiskDarrell Duffie

Measuring Corporate Default Risk

Darrell Duffie

2011No page data
Multiperiod securities markets with differential informationDarrell Duffie
⏱ 21m

Multiperiod securities markets with differential information

Darrell Duffie

198521 pp.
Post-Crisis Bank Regulations and Financial Market LiquidityDarrell Duffie
⏱ 2h 0m

Post-Crisis Bank Regulations and Financial Market Liquidity

Darrell Duffie

2021120 pp.
Dark marketsDarrell Duffie
⏱ 2h 8m

Dark markets

Darrell Duffie

2011128 pp.
Credit riskDarrell Duffie
⏱ 6h 56m

Credit risk

Darrell Duffie

2003416 pp.
How big banks fail and what to do about itDarrell Duffie
⏱ 1h 31m

How big banks fail and what to do about it

Darrell Duffie

201091 pp.
Security marketsDarrell Duffie
⏱ 5h 58m

Security markets

Darrell Duffie

1988358 pp.
Multi-period corporate failure prediction with stochastic covariatesDarrell Duffie
⏱ 44m

Multi-period corporate failure prediction with stochastic covariates

Darrell Duffie

200444 pp.
Over-the-counter marketsDarrell Duffie
⏱ 47m

Over-the-counter markets

Darrell Duffie

200447 pp.
Lun da yin hang de dao diaoDarrell Duffie
⏱ 1h 14m

Lun da yin hang de dao diao

Darrell Duffie

201274 pp.
Implementing Arrow-Debreu equilibria by continuous trading of few long-lived securitiesDarrell Duffie
⏱ 31m

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

Darrell Duffie

198331 pp.
Innovations in credit risk transferDarrell Duffie

Innovations in credit risk transfer

Darrell Duffie

2008No page data
Transform analysis and asset pricing for affine jump-diffusionsDarrell Duffie
⏱ 44m

Transform analysis and asset pricing for affine jump-diffusions

Darrell Duffie

199944 pp.
Multi-period corporate default prediction with stochastic covariatesDarrell Duffie
⏱ 44m

Multi-period corporate default prediction with stochastic covariates

Darrell Duffie

200644 pp.
Valuation in over-the-counter marketsDarrell Duffie
⏱ 45m

Valuation in over-the-counter markets

Darrell Duffie

200645 pp.
Dynamic Asset Pricing Theory, Third EditionDarrell Duffie
⏱ 7h 45m

Dynamic Asset Pricing Theory, Third Edition

Darrell Duffie

2008465 pp.
How big banks failDarrell Duffie

How big banks fail

Darrell Duffie

2011No page data
Measuring corporate default riskDarrell Duffie
⏱ 1h 49m

Measuring corporate default risk

Darrell Duffie

2011109 pp.