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Asset pricing in incomplete markets
Duffie, Darrell - In: Hitotsubashi journal of economics 34 (1993), pp. 139-148
Persistent link: https://www.econbiz.de/10001162443
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The risk-neutral value of the early arbitrage option : a note
Duffie, Darrell - In: Advances in futures and options research : a research annual 4 (1990), pp. 107-110
Persistent link: https://www.econbiz.de/10001101740
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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
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Black, Merton and Scholes : their central contributions to economics
Duffie, Darrell - In: The Scandinavian journal of economics 100 (1998) 2, pp. 411-423
Persistent link: https://www.econbiz.de/10001245494
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Competitive equilibria in general choice spaces
Duffie, Darrell - In: Journal of mathematical economics 15 (1986) 1, pp. 1-23
Persistent link: https://www.econbiz.de/10001025271
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Prone to fail : the pre-crisis financial system
Duffie, Darrell - In: The journal of economic perspectives : EP ; a journal … 33 (2019) 1, pp. 81-106
Persistent link: https://www.econbiz.de/10012038943
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Compression auctions : with an application to LIBOR-SOFR swap conversion
Duffie, Darrell - 2018
Persistent link: https://www.econbiz.de/10011941937
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Post-crisis bank regulations and financial market liquidity : Paolo Buffi lecture
Duffie, Darrell - In: Post-crisis bank regulations and financial market liquidity, (pp. 9-102). 2017
Persistent link: https://www.econbiz.de/10012114326
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La regolamentazione del settore bancario dopo la crisi e la liquidità dei mercati finanziari : lezione Paolo Buffi
Duffie, Darrell - In: Post-crisis bank regulations and financial market liquidity, (pp. 103-211). 2017
Persistent link: https://www.econbiz.de/10012114329
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Resolution of failing central counterparties
Duffie, Darrell - 2014
A central counterparty (CCP) is a financial market utility that lowers counterparty default risk on specified financial contracts by acting as a buyer to every seller, and as a seller to every buyer. When at risk of failure, a CCP could be forced into a normal insolvency process such as...
Persistent link: https://www.econbiz.de/10011862010