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~isPartOf:"Financial analysts' journal : FAJ"
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Duffie, Darrell
4
Gárleanu, Nicolae
1
Liu, Jun
1
Ziegler, Alexandre
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Financial analysts' journal : FAJ
NBER working paper series
25
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
22
NBER Working Paper
22
Working paper / National Bureau of Economic Research, Inc.
20
The journal of finance : the journal of the American Finance Association
15
NBER Working Papers
14
The review of financial studies
13
Econometrica
11
Journal of economic theory
10
Journal of mathematical economics
10
NYU Working Paper
10
Working paper / National Bureau of Economic Research, Inc
10
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9
Rock Center for Corporate Governance at Stanford University working paper series
9
Stanford University Graduate School of Business research paper
9
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8
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7
Staff Report
7
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6
Journal of financial economics
6
Research Papers / Graduate School of Business, Stanford University
6
Journal of economic dynamics & control
5
Rock Center for Corporate Governance at Stanford University Working Paper
5
Stanford University Graduate School of Business Research Paper
5
Working paper
5
BIS Working Papers
4
FINRISK Working Paper Series
4
FRB of New York Staff Report
4
Finance and stochastics
4
Journal of Economic Dynamics and Control
4
Mathematical finance : an international journal of mathematics, statistics and financial theory
4
Research paper series / Swiss Finance Institute
4
Review of Financial Studies
4
Swiss Finance Institute Research Paper Series
4
The American economic review
4
The journal of economic perspectives : EP ; a journal of the American Economic Association
4
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3
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3
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RISK MEASUREMENT AND MANAGEMENT - Liquidation Risk - What is the impact on key risk measures of spreads that are likely to widen just when positions must be liquidated to maintain...
Duffie, Darrell
;
Ziegler, Alexandre
- In:
Financial analysts' journal : FAJ
59
(
2003
)
3
,
pp. 42-51
Persistent link: https://www.econbiz.de/10006255195
Saved in:
2
VALUATION - Floating-Fixed Credit Spreads - Yield spreads between floating-rate and fixed-rate notes of the same credit quality are modeled.
Duffie, Darrell
;
Liu, Jun
- In:
Financial analysts' journal : FAJ
57
(
2001
)
3
,
pp. 76-87
Persistent link: https://www.econbiz.de/10006275880
Saved in:
3
VALUATION - Risk and Valuation of Collateralized Debt Obligations - An approach is offered to analyzing the risk and market valuation of collateralized debt obligations.
Duffie, Darrell
;
Gárleanu, Nicolae
- In:
Financial analysts' journal : FAJ
57
(
2001
)
1
,
pp. 41-59
Persistent link: https://www.econbiz.de/10006279386
Saved in:
4
VALUATION - Credit Swap Valuation - The pricing of credit swaps, derivatives that act as default insurance on loans or bonds, is reviewed
Duffie, Darrell
- In:
Financial analysts' journal : FAJ
55
(
1999
)
1
,
pp. 73-87
Persistent link: https://www.econbiz.de/10006300458
Saved in:
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