Darrell Duffie
24 works on record
Works
Dynamic asset pricing theory
1992
Futures markets
1989
Security markets
1988
Multiperiod securities markets with differential information
1985
Implementing Arrow-Debreu equilibria by continuous trading of few long-lived securities
1983
How big banks fail and what to do about it
Measuring corporate default risk
Dark markets
Credit risk
Kyodai ginkō wa naze hatanshitanoka
Lun da yin hang de dao diao
Innovations in credit risk transfer
2008
Valuation in over-the-counter markets
2006
Multi-period corporate default prediction with stochastic covariates
2006
Over-the-counter markets
2004
ill - Credit risk
2004
Multi-period corporate failure prediction with stochastic covariates
2004
Transform analysis and asset pricing for affine jump-diffusions
1999
Asset pricing with stochastic differential utility
1991
Diffusion approximation in Arrow's model of exhaustable resources
1983
How big banks fail
Post-Crisis Bank Regulations and Financial Market Liquidity
Dynamic Asset Pricing Theory, Third Edition
Structured Credit Products