Narrow search
Showing 111 - 120 of 802
Cover Image
An econometric model of the term structure of interest-rate swap yields
Duffie, Darrell - In: The journal of finance : the journal of the American … 52 (1997) 4, pp. 1287-1321
Persistent link: https://www.econbiz.de/10001227656
Cover Image
Large portfolio losses
Dembo, Amir; Deuschel, Jean-Dominique; Duffie, Darrell - 2002
Persistent link: https://www.econbiz.de/10001699426
Cover Image
Asset pricing with heterogeneous consumers
Kōnstantinidēs, Giōrgos - 1992
Persistent link: https://www.econbiz.de/10000850275
Cover Image
Hedging in incomplete markets with HARA utility
Duffie, Darrell (contributor) - In: Journal of economic dynamics & control 21 (1997) 4, pp. 753-782
Persistent link: https://www.econbiz.de/10001221215
Cover Image
The consumption-based capital asset pricing model
Duffie, Darrell; Zame, William R. - 1988
Persistent link: https://www.econbiz.de/10000754760
Cover Image
Modeling sovereign yield spreads : a case study of Russian debt
Duffie, Darrell; Pedersen, Lasse Heje; Singleton, Kenneth J. - In: The journal of finance : the journal of the American … 58 (2003) 1, pp. 119-159
Persistent link: https://www.econbiz.de/10001737267
Cover Image
Credit risk : pricing, measurement, and management
Duffie, Darrell; Singleton, Kenneth J. - 2003
Persistent link: https://www.econbiz.de/10001685614
Cover Image
Securities lending, shorting, and pricing
Duffie, Darrell; Gârleanu, Nicolae; Pedersen, Lasse Heje - In: Journal of financial economics 66 (2002) 2/3, pp. 307-339
Persistent link: https://www.econbiz.de/10001712419
Cover Image
Universal state prices and asymmetric information
Duffie, Darrell; Kan, Rui - In: Journal of mathematical economics 38 (2002) 1/2, pp. 191-196
Persistent link: https://www.econbiz.de/10001717034
Cover Image
Affine processes and applications in finance
Duffie, Darrell; Filipović, Damir; Schachermayer, Walter - 2002
Persistent link: https://www.econbiz.de/10001704101