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Duffie Darrell

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Stochastic Methods in Asset Pricing

Stochastic Methods in Asset Pricing

Andrew Lyasoff

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Active Credit Portfolio Management in Practice

Active Credit Portfolio Management in Practice

Jeffrey R. Bohn and Roger M. Stein

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Asset Pricing and Portfolio Choice Theory

Asset Pricing and Portfolio Choice Theory

Kerry E. Back

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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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Financial Engineering and Computation

Financial Engineering and Computation

Yuh-Dauh Lyuu

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Fragmenting Markets

Fragmenting Markets

Darrell Duffie

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Market Liquidity

Market Liquidity

Thierry Foucault, Marco Pagano and Ailsa Röell

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Dynamic Term Structure Modeling

Dynamic Term Structure Modeling

Sanjay K. Nawalkha, Gloria M. Soto and Natalia A. Beliaeva

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Dark Markets

Dark Markets

Darrell Duffie

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Bank Valuation and Value Based Management: Deposit and Loan Pricing, Performance Evaluation, and Risk, 2nd Edition

Bank Valuation and Value Based Management: Deposit and Loan Pricing, Performance Evaluation, and Risk, 2nd Edition

Jean Dermine

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