Books by Darrell Duffie
Post-Crisis Bank Regulations a
Post-Crisis Bank Regulations and Financial Market Liquidity
Lun da yin hang de dao diao
Dark markets
How big banks fail
Kyodai ginkō wa naze hatanshitanoka
Measuring corporate default risk
How big banks fail and what to do about it
Dynamic Asset Pricing Theory,
Dynamic Asset Pricing Theory, Third Edition
Innovations in credit risk tra
Innovations in credit risk transfer
Multi-period corporate default
Multi-period corporate default prediction with stochastic covariates
Valuation in over-the-counter
Valuation in over-the-counter markets
ill - Credit risk
ill - Credit risk
Multi-period corporate failure
Multi-period corporate failure prediction with stochastic covariates
Over-the-counter markets
Over-the-counter markets
Transform analysis and asset p
Transform analysis and asset pricing for affine jump-diffusions
Dynamic asset pricing theory
Asset pricing with stochastic
Asset pricing with stochastic differential utility
Security markets
Multiperiod securities markets with differential information
Diffusion approximation in Arr
Diffusion approximation in Arrow's model of exhaustable resources
Implementing Arrow-Debreu equilibria by continuous trading of few long-lived securities