Darrell Duffie

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Nicolae GarleanuWashU Olin Business SchoolPatvirtintas el. paštas wustl.edu
Lasse Heje PedersenCopenhagen Business School, NYU, AQR, and CEPRPatvirtintas el. paštas cbs.dk
Jun PanSAIF, Shanghai Jiao Tong UniversityPatvirtintas el. paštas saif.sjtu.edu.cn
Larry G EpsteinProfessor of Economics, McGill UniversityPatvirtintas el. paštas mcgill.ca
Gustavo MansoHaas School of Business, UC BerkeleyPatvirtintas el. paštas berkeley.edu
Antje BerndtProfessor in Finance, Australian National UniversityPatvirtintas el. paštas anu.edu.au
Peter M. DeMarzoStanford UniversityPatvirtintas el. paštas stanford.edu
Damir FilipovicEPFL, Swiss Finance InstitutePatvirtintas el. paštas epfl.ch
Haoxiang ZhuAssociate Professor of Finance, MIT Sloan School of Management; Research Associate, NBERPatvirtintas el. paštas mit.edu
Walter SchachermayerFakultät für Mathematik, Universität WienPatvirtintas el. paštas univie.ac.at
Sanjiv DasSanta Clara UniversityPatvirtintas el. paštas scu.edu
Nikunj KapadiaProfessor, Finance, University of MassachusettsPatvirtintas el. paštas isenberg.umass.edu
Hyun Song ShinEconomic Adviser and Head of Monetary and Economic Department, Bank for International SettlementsPatvirtintas el. paštas bis.org
Jeremy C. SteinHarvard UniversityPatvirtintas el. paštas harvard.edu
Yeneng SunNational University of SingaporePatvirtintas el. paštas nus.edu.sg
Semyon MalamudProfessorPatvirtintas el. paštas epfl.ch
John H. CochraneHoover Institution, Stanford UniversityPatvirtintas el. paštas stanford.edu
René StulzProfessor of Finance, Ohio State UniversityPatvirtintas el. paštas osu.edu
Anil KashyapEdward Eagle Brown Professor of Economics and Finance, University of ChicagoPatvirtintas el. paštas chicagobooth.edu
Douglas W. DiamondUniversity of Chicago Booth School of BusinessPatvirtintas el. paštas chicagobooth.edu

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Darrell Duffie

Stanford University

Patvirtintas el. paštas stanford.edu - Pagrindinis puslapis

finance central banking


Pavadinimas Rūšiuoti pagal šaltinius Rūšiuoti pagal metus Rūšiuoti pagal pavadinimą	Cituota Cituota	Metai
Dynamic asset pricing theory D Duffie Princeton University Press, 2010	5449	2010
Transform analysis and asset pricing for affine jump‐diffusions D Duffie, J Pan, K Singleton Econometrica 68 (6), 1343-1376, 2000	4190	2000
Modeling term structures of defaultable bonds D Duffie, KJ Singleton The review of financial studies 12 (4), 687-720, 1999	4003	1999
A yield‐factor model of interest rates D Duffie, R Kan Mathematical finance 6 (4), 379-406, 1996	3389	1996
An overview of value at risk D Duffie, J Pan Journal of derivatives 4 (3), 7-49, 1997	2151	1997
Credit risk: Pricing, measurement, and management KJ Singleton, D Duffie Princeton University Press, 2012	2131*	2012
Term structures of credit spreads with incomplete accounting information D Duffie, D Lando Econometrica 69 (3), 633-664, 2001	1839	2001
Asset pricing with heterogeneous consumers GM Constantinides, D Duffie Journal of Political economy 104 (2), 219-240, 1996	1633	1996
Over‐the‐counter markets D Duffie, N Gârleanu, LH Pedersen Econometrica 73 (6), 1815-1847, 2005	1576	2005
Stochastic differential utility D Duffie, LG Epstein Econometrica: Journal of the Econometric Society, 353-394, 1992	1565	1992
Multi-period corporate default prediction with stochastic covariates D Duffie, L Saita, K Wang Journal of financial economics 83 (3), 635-665, 2007	1401	2007
Simulated moments estimation of Markov models of asset prices D Duffie, KJ Singleton Econometrica 61, 929-952, 1993	1358	1993
Affine processes and application in finance D Duffie, D Filipovic, W Schachermayer National Bureau of Economic Research Working Paper Series, 2002	1323	2002
An econometric model of the term structure of interest‐rate swap yields D Duffie, KJ Singleton The Journal of Finance 52 (4), 1287-1321, 1997	1175	1997
Corporate incentives for hedging and hedge accounting PM DeMarzo, D Duffie The review of financial studies 8 (3), 743-771, 1995	1162	1995
Presidential address: Asset price dynamics with slow‐moving capital D Duffie The Journal of finance 65 (4), 1237-1267, 2010	1046	2010
Credit swap valuation D Duffie Financial Analysts Journal 55 (1), 73-87, 1999	1016	1999
A liquidity‐based model of security design P DeMarzo, D Duffie Econometrica 67 (1), 65-99, 1999	993	1999
Securities lending, shorting, and pricing D Duffie, N Garleanu, LH Pedersen Journal of Financial Economics 66 (2-3), 307-339, 2002	872	2002
Risk and valuation of collateralized debt obligations D Duffie, N Garleanu Financial analysts journal 57 (1), 41-59, 2001	869	2001

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