12 treff

Dark markets : asset pricing and information transmission in over-the-counter markets
Darrell Duffie
Bok Engelsk 2012
How big banks fail and what to do about it
Darrell Duffie
Bok Engelsk 2011
Multi-period corporate failure prediction with stochastic covariates
Darrell Duffie, Ke Wang
Bok Engelsk 2004
Over-the-counter markets
Darrell Duffie, Nicolae Garleanu, Lasse H...
Bok Engelsk 2004
Credit risk : pricing, measurement, and management
Darrell Duffie and Kenneth J. Singleton
Bok Engelsk 2003
Dynamic asset pricing theory
Darrell Duffie
Bok Engelsk 2001
Transform analysis and asset pricing for affine jump-diffusions

Bok Engelsk 1999
Dynamic asset pricing theory
Darrell Duffie
Bok Engelsk 1996
Dynamic asset pricing theory
Darrell Duffie
Bok Engelsk 1992
Futures markets
Darrell Duffie
Bok Engelsk 1989
Instructor's manual
Duffie, Darrell
Bok Engelsk 1989
Security markets : stochastic models
Darrell Duffie
Bok Engelsk 1988