Showing 1 - 9 results of 9 for search 'Duffie, Darrell', query time: 0.01s Refine Results
  1. 1

    How big banks fail and what to do about it by Duffie, Darrell

    Published 2011
    Book

    How big banks fail and what to do about it
  2. 2

    Measuring corporate default risk by Duffie, Darrell

    Published 2011
    Book

    Measuring corporate default risk
  3. 3

    Credit risk modeling with affine processes by Duffie, Darrell

    Published 2004
    Book

    Credit risk modeling with affine processes
  4. 4

    Credit risk pricing, measurement, and management by Duffie, Darrell

    Published 2003
    Book

    Credit risk pricing, measurement, and management
  5. 5

    Transform analysis and asset pricing for affine jump-diffusions by Duffie, Darrell

    Published 1999
    Book

    Transform analysis and asset pricing for affine jump-diffusions
  6. 6

    Dynamic asset pricing theory by Duffie, Darrell

    Published 1992
    Book

    Dynamic asset pricing theory
  7. 7

    Security markets stochastic models by Duffie, Darrell

    Published 1988
    Book

    Security markets stochastic models
  8. 8

    Frailty correlated default. by Duffie, Darrell

    Published in Journal of Finance
    Article

    Frailty correlated default.
  9. 9

    Presidential address Asset price dynamics with slow-moving capital. by Duffie, Darrell

    Published in Journal of Finance
    Article

    Presidential address Asset price dynamics with slow-moving capital.

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