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Dynamic asset pricing theory
Duffie, Darrell - 1992
Persistent link: https://www.econbiz.de/10000322723
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Security markets : stochastic models
Duffie, Darrell - 1988
Persistent link: https://www.econbiz.de/10008731013
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Dynamic asset pricing theory
Duffie, Darrell - 1996 - 2. ed.
Persistent link: https://www.econbiz.de/10009700845
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Systemic risk exposures : a 10-by-10-by-10 approach
Duffie, Darrell - In: Risk topography : systemic risk and macro modeling, (pp. 47-56). 2014
Persistent link: https://www.econbiz.de/10010408520
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Systemic risk exposures : a 10-by-10-by-10 approach
Duffie, Darrell - 2011
Persistent link: https://www.econbiz.de/10009296420
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Measuring corporate default risk
Duffie, Darrell - 2011 - 1. publ.
Persistent link: https://www.econbiz.de/10009236171
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Credit swap valuation
Duffie, Darrell - In: Credit risk models and management, (pp. 375-401). 2004
Persistent link: https://www.econbiz.de/10002432624
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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/10003121049
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Black, Merton, and Scholes : their central constributions to economics
Duffie, Darrell - In: The legacy of Fischer Black, (pp. 286-298). 2005
Persistent link: https://www.econbiz.de/10003404115
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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/10001205904