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Darrell Duffie

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Measuring Corporate Default Risk

Measuring Corporate Default Risk

Darrell Duffie

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Dynamic Asset Pricing Theory

Dynamic Asset Pricing Theory

Darrell Duffie

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The Economics of Over-the-Counter Markets

The Economics of Over-the-Counter Markets

Julien Hugonnier, Benjamin Lester and Pierre-Olivier Weill

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Fragmenting Markets

Fragmenting Markets

Darrell Duffie

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Default Risk in Bond and Credit Derivatives Markets

Default Risk in Bond and Credit Derivatives Markets

Christoph Benkert

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Risk Management

Risk Management

Walter V. "Bud" Haslett, Jr.

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Connectedness and Contagion

Connectedness and Contagion

Hal S. Scott

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Dark Markets

Dark Markets

Darrell Duffie

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How Big Banks Fail and What to Do about It

How Big Banks Fail and What to Do about It

Darrell Duffie

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Credit Risk

Credit Risk

Darrell Duffie and Kenneth J. Singleton

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Dynamic Asset Pricing Theory

Dynamic Asset Pricing Theory

Darrell Duffie

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