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A YIELD-FACTOR MODEL OF INTERE...
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Duffie, Darrell
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Pedersen, Lasse Heje
7
Gârleanu, Nicolae
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Manso, Gustavo
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Saita, Leandro
5
Pan, Jun
4
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Working paper / National Bureau of Economic Research, Inc
10
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
8
The review of financial studies
7
The journal of finance : the journal of the American Finance Association
5
Financial analysts' journal : FAJ
4
Journal of economic theory
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Finance and stochastics
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Journal of financial economics
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Risk : managing risk in the world's financial markets
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Astin bulletin : the journal of the International Actuarial Association
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NBER macroeconomics annual
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Review of asset pricing studies
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Universal state prices and asymmetric information
Duffie, Darrell
;
Kan, Rui
- In:
Journal of mathematical economics
38
(
2002
)
1
,
pp. 191-196
Persistent link: https://www.econbiz.de/10006032333
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2
A Yield-Factor Model of Interest Rates
Duffie, Darrell
;
Kan, Rui
- In:
Mathematical finance : an international journal of …
6
(
1996
)
4
,
pp. 379-406
Persistent link: https://www.econbiz.de/10008220727
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3
Structure of Pareto Optima When Agents Have Stochastic Recursive Preferences
Kan, Rui
- In:
Journal of economic theory
66
(
1995
)
2
,
pp. 626-631
Persistent link: https://www.econbiz.de/10007625775
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4
Is there a case for banning short speculation in sovereign bond markets?
Duffie, Darrell
- In:
Financial stability review : FSR
14
(
2010
),
pp. 55-59
Persistent link: https://www.econbiz.de/10009921103
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5
Credit risk modeling with affine processes
Duffie, Darrell
- In:
Journal of banking & finance
29
(
2005
)
11
,
pp. 2751-2802
Persistent link: https://www.econbiz.de/10005880125
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6
An Overview of Value at Risk
Duffie, Darrell
;
Pan, Jun
- In:
The journal of derivatives : the official publication …
4
(
1997
)
3
,
pp. 7-49
Persistent link: https://www.econbiz.de/10007306652
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7
Special Repo Rates
Duffie, Darrell
- In:
The journal of finance : the journal of the American …
51
(
1996
)
2
,
pp. 493-526
Persistent link: https://www.econbiz.de/10007313242
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8
Corporate Incentives for Hedging and Hedge Accounting
DeMarzo, Peter M.
;
Duffie, Darrell
- In:
The review of financial studies
8
(
1995
)
3
,
pp. 743-772
Persistent link: https://www.econbiz.de/10007331587
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9
Common Failings: How Corporate Defaults Are Correlated
Das, Sanjivr
;
Duffie, Darrell
;
Kapadia, Nikunj
;
Saita, …
- In:
The journal of finance : the journal of the American …
62
(
2007
)
1
,
pp. 93-118
Persistent link: https://www.econbiz.de/10007396572
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10
Black, Merton and Scholes -- Their Central Contributions to Economics
Duffie, Darrell
- In:
The Scandinavian journal of economics
100
(
1998
)
2
,
pp. 411-424
Persistent link: https://www.econbiz.de/10007353553
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