James Darrell Duffie (born May 23, 1954) is a Canadian financial economist and is Dean Witter Distinguished Professor of Finance at Stanford Graduate School...
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the American Civil War Darrell Duffie (born 1954), Canadian economist Grace Duffie Boylan (1861–1935), American writer John Duffie (born 1945), former pitcher...
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Measuring and Managing Credit Risk. McGraw-Hill. ISBN 978-0-07-141755-6. Darrell Duffie and Kenneth J. Singleton (2003). Credit Risk: Pricing, Measurement,...
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influential in academic circles. He is the author of Credit Risk with Darrell Duffie and a new book titled Empirical Dynamic Asset Pricing: Model Specification...
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later changed his mind. Conversely, only one economist (Stanford's Darrell Duffie) out of the 38 agreed with the statement: "If the US enacts a tax bill...
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University Dave Butler, Co-CEO Douglas W. Diamond, University of Chicago Darrell Duffie, Stanford University Graduate School of Business Francis A. Longstaff...
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University of Cambridge Mathias Dewatripont Université Libre de Bruxelles Darrell Duffie, Stanford Graduate School of Business Raquel Fernández, New York University...
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2006 James H. Simons 2005 Phelim Boyle 2004 Oldrich A. Vasicek 2003 J. Darrell Duffie 2002 Jonathan E. Ingersoll Jr. 2001 Andrew Lo 2001 Myron S. Scholes...
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that explicitly had random interest rates at its core. Lando (2004), Darrell Duffie and Singleton (2003), and van Deventer and Imai (2003) discuss interest...
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Market: In the Wake of ESM Santa Clara Law Review January 1, 1987". Darrell Duffie and Anil K Kashyap (27 July 2011). "US default would spell turmoil for...
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considerably lower spread than corporate bonds. The second model, proposed by Darrell Duffie, but also by John Hull and Alan White, uses a no-arbitrage approach...
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by Fourier inversion, which can be done efficiently using the FFT. Darrell Duffie, Nicolae Gârleanu (2001). "Risk and Valuation of Collateralized Debt...
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authoritative. There is no better practitioner's guide to this subject. — Darrell Duffie, Dean Witter Distinguished Professor of Finance, Graduate School of...
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Brunswick Kwame Dawes – artist and academic Julie Dickson – civil servant Darrell Duffie – economist and Dean Witter Distinguished Professor of Finance at Stanford...
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Luenberger observer Scientific career Fields Mathematics Institutions Stanford University Doctoral advisor William Linvill Doctoral students Darrell Duffie...
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of Laboratory of Excellence on Financial Regulation at the Sorbonne. Darrell Duffie, (born 1954) Canadian, Dean Witter Distinguished Professor of Finance...
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Finkelstein, and Richard Schmalensee; Stanford economists Raj Chetty, Darrell Duffie, Caroline Hoxby, and Kenneth Judd; Harvard economist Alberto Alesina;...
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Prize, 2006 Scientific career Institutions University of California, Los Angeles University of Chicago Stanford University Doctoral advisor Darrell Duffie...
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theoretical physicist and arms control expert, Stanford University (deceased) Darrell Duffie, Dean Witter Distinguished Professor of Finance at Stanford Graduate...
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by Darrell Duffie at the Stanford Graduate School of Business, and Antje Berndt and Yichao Zhu at the Australian National University. In 2014, Duffie chaired...
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Knowledge Award (2021) Scientific career Fields Economics Institutions Stanford University Doctoral advisor Darrell Duffie Dilip Mookherjee Robert B. Wilson...
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funding transactions. AXI and FXI were first conceived by Antje Berndt, Darrell Duffie, and Yichao Zhu, and were operationalized by SOFR Academy, Inc. The...
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of Robert C. Merton, Oldrich Vasicek, John C. Cox, Stephen A. Ross, Darrell Duffie, John Hull, Robert A. Jarrow, and Emanuel Derman as a major term structure...
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"Interview with Steven Shreve". June 13, 2010. Retrieved 2020-01-03. Darrell Duffie (March 18, 2008). "A Review of Stochastic Calculus for Finance" (PDF)...
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J. DeWitt Tom D. Dillehay Michael Vincent Drake Persis Sydney Drell Darrell Duffie Christopher F. Edley Jr. Glenn Ellison Stephen T. Emlen John A. Endler...
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(2005). Asset Pricing. Princeton University Press. ISBN 978-0691121376. Darrell Duffie (2001). Dynamic Asset Pricing Theory (3rd ed.). Princeton University...
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Richard C. Green 2007 Kenneth R. French 2008 Jeremy C. Stein 2009 J. Darrell Duffie 2010 John H. Cochrane 2011 Raghuram G. Rajan 2012 Sheridan Titman 2013...
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of Business where he earned a Ph.D. in Finance in 2001, advised by Darrell Duffie and Kenneth Singleton. Upon graduation he started as assistant professor...
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Zame Abhijit V. Banerjee Guillermo A. Calvo Pierre-André Chiappori J. Darrell Duffie Jonathan Eaton Roger H. Gordon Bo Honoré Larry E. Jones George J. Mailath...
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Currie, Princeton University 2016 Mark Watson, Princeton University 2015 Darrell Duffie, Stanford University 2014 Randall Wright, University of Wisconsin-Madison...
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