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Risk Topography : Comment
Duffie, Darrell - In: NBER macroeconomics annual 26 (2011), pp. 177-183
Persistent link: https://www.econbiz.de/10010020203
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Theory of Valuation: Frontiers of Modern Financial Theory, Sudipto Bhattacharya and George Constantinides, eds. Totowa, NJ: Rowman and Littlefield, 1989. 356 pp. ISBN 0-8476-7486-X
Duffie, Darrell - In: The review of financial studies 2 (2013) 2, pp. 267-266
Persistent link: https://www.econbiz.de/10010113568
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Valuation in Over-the-Counter Markets
Duffie, Darrell; Gârleanu, Nicolae; Pedersen, Lasse Heje - In: The review of financial studies 20 (2013) 6, pp. 1865-1864
Persistent link: https://www.econbiz.de/10010114133
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Capital Mobility and Asset Pricing
Duffie, Darrell; Strulovici, Bruno - In: Econometrica : journal of the Econometric Society, an … 80 (2012) 6, pp. 2469-2509
Persistent link: https://www.econbiz.de/10010046683
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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
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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
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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
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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
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Opinion: Time to adapt copula methods for modelling credit risk correlation - In an evolving market, a new standard for the price quotation of credit products that models correlate...
Duffie, Darrell - In: Risk : managing risk in the world's financial markets 17 (2004) 4, pp. 77-78
Persistent link: https://www.econbiz.de/10007028175
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Market Pricing of Deposit Insurance
Duffie, Darrell; Jarrow, Robert; Purnanandam, Amiyatosh; … - In: Journal of financial services research : JFSR 24 (2003) 2, pp. 93-120
Persistent link: https://www.econbiz.de/10007030278