Books by Darrell Duffie

Darrell Duffie
Average rating 3.90 · 102 ratings · 6 reviews · shelved 519 times

Showing 25 distinct works.

	Mathematical Finance (The IMA Volumes in Mathematics and its Applications) by Mark H.A. Davis (Editor), Darrell Duffie (Editor), Wendell H. Fleming (Editor), Steven Shreve (Editor) 3.35 avg rating — 55 ratings — published 1995 — 6 editions	Error rating book. Refresh and try again. Rate this book Clear rating 1 of 5 stars 2 of 5 stars 3 of 5 stars 4 of 5 stars 5 of 5 stars
	Squam Lake Report: Fixing the Financial System by Kenneth R. French, Martin Neil Baily, John Y. Campbell, John H. Cochrane 3.54 avg rating — 48 ratings — published 2010 — 7 editions	Error rating book. Refresh and try again. Rate this book Clear rating 1 of 5 stars 2 of 5 stars 3 of 5 stars 4 of 5 stars 5 of 5 stars
	How Big Banks Fail and What to Do about It by Darrell Duffie 4.18 avg rating — 33 ratings — published 2010 — 8 editions	Error rating book. Refresh and try again. Rate this book Clear rating 1 of 5 stars 2 of 5 stars 3 of 5 stars 4 of 5 stars 5 of 5 stars
	Dynamic Asset Pricing Theory by Darrell Duffie 4.27 avg rating — 22 ratings — published 1996 — 8 editions	Error rating book. Refresh and try again. Rate this book Clear rating 1 of 5 stars 2 of 5 stars 3 of 5 stars 4 of 5 stars 5 of 5 stars
	Dark Markets: Asset Pricing and Information Transmission in Over-the-Counter Markets by Darrell Duffie 3.62 avg rating — 16 ratings — published 2011 — 6 editions	Error rating book. Refresh and try again. Rate this book Clear rating 1 of 5 stars 2 of 5 stars 3 of 5 stars 4 of 5 stars 5 of 5 stars
	Credit Risk: Pricing, Measurement, and Management (Princeton Series in Finance) by Darrell Duffie 3.14 avg rating — 7 ratings — published 2003 — 4 editions	Error rating book. Refresh and try again. Rate this book Clear rating 1 of 5 stars 2 of 5 stars 3 of 5 stars 4 of 5 stars 5 of 5 stars
	The Handbook of China's Financial System by Marlene Amstad, Guofeng Sun, Wei Xiong, Darrell Duffie (Foreword) really liked it 4.00 avg rating — 3 ratings — 2 editions	Error rating book. Refresh and try again. Rate this book Clear rating 1 of 5 stars 2 of 5 stars 3 of 5 stars 4 of 5 stars 5 of 5 stars
	Fragmenting Markets: Post-Crisis Bank Regulations and Financial Market Liquidity by Darrell Duffie it was amazing 5.00 avg rating — 2 ratings — 4 editions	Error rating book. Refresh and try again. Rate this book Clear rating 1 of 5 stars 2 of 5 stars 3 of 5 stars 4 of 5 stars 5 of 5 stars
	Structured Credit Products: Credit Derivatives and Synthetic Securitisation by Moorad Choudhry, Darrell Duffie 3.50 avg rating — 2 ratings — published 2004 — 8 editions	Error rating book. Refresh and try again. Rate this book Clear rating 1 of 5 stars 2 of 5 stars 3 of 5 stars 4 of 5 stars 5 of 5 stars
	Dynamic Asset Pricing Theory: First Edition by Darrell Duffie it was amazing 5.00 avg rating — 1 rating — published 1992	Error rating book. Refresh and try again. Rate this book Clear rating 1 of 5 stars 2 of 5 stars 3 of 5 stars 4 of 5 stars 5 of 5 stars
	Security Markets: Stochastic Models (Economic Theory, Econometrics, and Mathematical Economics) by Darrell Duffie (Editor) liked it 3.00 avg rating — 1 rating — published 1988 — 4 editions	Error rating book. Refresh and try again. Rate this book Clear rating 1 of 5 stars 2 of 5 stars 3 of 5 stars 4 of 5 stars 5 of 5 stars
	How Big Banks Fail and What to Do about It (Hardcover)--by Darrell Duffie [2010 Edition] ISBN: 9780691148854 by Darrell Duffie, Unknown Author 0.00 avg rating — 0 ratings	Error rating book. Refresh and try again. Rate this book Clear rating 1 of 5 stars 2 of 5 stars 3 of 5 stars 4 of 5 stars 5 of 5 stars
	Transform analysis and asset pricing for affine jump-diffusions (NBER working paper series) by Darrell Duffie 0.00 avg rating — 0 ratings	Error rating book. Refresh and try again. Rate this book Clear rating 1 of 5 stars 2 of 5 stars 3 of 5 stars 4 of 5 stars 5 of 5 stars
	Dynamic Asset Pricing Theory (Third Edition) by Darrell Duffie 0.00 avg rating — 0 ratings	Error rating book. Refresh and try again. Rate this book Clear rating 1 of 5 stars 2 of 5 stars 3 of 5 stars 4 of 5 stars 5 of 5 stars
	Multiperiod Securities Markets With Differential Information: Martingales and Resolution Times by Darrell Duffie, Chi-fu Huang 0.00 avg rating — 0 ratings	Error rating book. Refresh and try again. Rate this book Clear rating 1 of 5 stars 2 of 5 stars 3 of 5 stars 4 of 5 stars 5 of 5 stars
	Multiperiod Securities Markets With Differential Information: Martingales and Resolution Times by Darrell Duffie, Chi-fu Huang 0.00 avg rating — 0 ratings	Error rating book. Refresh and try again. Rate this book Clear rating 1 of 5 stars 2 of 5 stars 3 of 5 stars 4 of 5 stars 5 of 5 stars
	Implementing Arrow-Debreu equilibria by continuous trading of few long-lived securities 1983 [Leather Bound] by Darrell Duffie 0.00 avg rating — 0 ratings	Error rating book. Refresh and try again. Rate this book Clear rating 1 of 5 stars 2 of 5 stars 3 of 5 stars 4 of 5 stars 5 of 5 stars
	Implementing Arrow-Debreu Equilibria by Continuous Trading of Few Long-Lived Securities by Darrell Duffie 0.00 avg rating — 0 ratings — 4 editions	Error rating book. Refresh and try again. Rate this book Clear rating 1 of 5 stars 2 of 5 stars 3 of 5 stars 4 of 5 stars 5 of 5 stars
	フューチャーズマーケット―先物市場 by Darrell Duffie 0.00 avg rating — 0 ratings	Error rating book. Refresh and try again. Rate this book Clear rating 1 of 5 stars 2 of 5 stars 3 of 5 stars 4 of 5 stars 5 of 5 stars
	Post-Crisis Bank Regulations and Financial Market Liquidity by Darrell Duffie 0.00 avg rating — 0 ratings	Error rating book. Refresh and try again. Rate this book Clear rating 1 of 5 stars 2 of 5 stars 3 of 5 stars 4 of 5 stars 5 of 5 stars
	Credit Risk by Darrell Duffie 0.00 avg rating — 0 ratings	Error rating book. Refresh and try again. Rate this book Clear rating 1 of 5 stars 2 of 5 stars 3 of 5 stars 4 of 5 stars 5 of 5 stars
	Multiperiod Securities Markets, With Differential Information: Martingales and Resolution Times by Darrell Duffie 0.00 avg rating — 0 ratings — published 2015 — 7 editions	Error rating book. Refresh and try again. Rate this book Clear rating 1 of 5 stars 2 of 5 stars 3 of 5 stars 4 of 5 stars 5 of 5 stars
	Implementing Arrow-Debreu equilibria by continuous trading of few long-lived securities by Darrell Duffie 0.00 avg rating — 0 ratings	Error rating book. Refresh and try again. Rate this book Clear rating 1 of 5 stars 2 of 5 stars 3 of 5 stars 4 of 5 stars 5 of 5 stars
	Measuring Corporate Default Risk by Darrell Duffie 0.00 avg rating — 0 ratings — published 2011 — 4 editions	Error rating book. Refresh and try again. Rate this book Clear rating 1 of 5 stars 2 of 5 stars 3 of 5 stars 4 of 5 stars 5 of 5 stars
	Futures Markets by Darrell Duffie 0.00 avg rating — 0 ratings — published 1988 — 2 editions	Error rating book. Refresh and try again. Rate this book Clear rating 1 of 5 stars 2 of 5 stars 3 of 5 stars 4 of 5 stars 5 of 5 stars

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