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Corporate credit risk premia
Berndt, Antje; Douglas, Rohan; Duffie, Darrell; … - 2017
Persistent link: https://www.econbiz.de/10011786686
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Frailty correlated default
Duffie, Darrell; Eckner, Andreas; Horel, Guillaume; … - In: The journal of finance : the journal of the American … 64 (2009) 5, pp. 2089-2123
Persistent link: https://www.econbiz.de/10003899587
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An econometric model of the term structure of interest-rate swap yields
Duffie, Darrell - In: The journal of finance : the journal of the American … 52 (1997) 4, pp. 1287-1321
Persistent link: https://www.econbiz.de/10001227656