James Darrell Duffie (born May 23, 1954) is a Canadian financial economist and is Dean Witter Distinguished Professor of Finance at Stanford Graduate School...

the American Civil War Darrell Duffie (born 1954), Canadian economist Grace Duffie Boylan (1861–1935), American writer John Duffie (born 1945), former pitcher...

Measuring and Managing Credit Risk. McGraw-Hill. ISBN 978-0-07-141755-6. Darrell Duffie and Kenneth J. Singleton (2003). Credit Risk: Pricing, Measurement,...

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...

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...

University Dave Butler, Co-CEO Douglas W. Diamond, University of Chicago Darrell Duffie, Stanford University Graduate School of Business Francis A. Longstaff...

University of Cambridge Mathias Dewatripont Université Libre de Bruxelles Darrell Duffie, Stanford Graduate School of Business Raquel Fernández, New York University...

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...

that explicitly had random interest rates at its core. Lando (2004), Darrell Duffie and Singleton (2003), and van Deventer and Imai (2003) discuss interest...

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...

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...

by Fourier inversion, which can be done efficiently using the FFT. Darrell Duffie, Nicolae Gârleanu (2001). "Risk and Valuation of Collateralized Debt...

authoritative. There is no better practitioner's guide to this subject. — Darrell Duffie, Dean Witter Distinguished Professor of Finance, Graduate School of...

Brunswick Kwame Dawes – artist and academic Julie Dickson – civil servant Darrell Duffie – economist and Dean Witter Distinguished Professor of Finance at Stanford...

Luenberger observer Scientific career Fields Mathematics Institutions Stanford University Doctoral advisor William Linvill Doctoral students Darrell Duffie...

of Laboratory of Excellence on Financial Regulation at the Sorbonne. Darrell Duffie, (born 1954) Canadian, Dean Witter Distinguished Professor of Finance...

Finkelstein, and Richard Schmalensee; Stanford economists Raj Chetty, Darrell Duffie, Caroline Hoxby, and Kenneth Judd; Harvard economist Alberto Alesina;...

Prize, 2006 Scientific career Institutions University of California, Los Angeles University of Chicago Stanford University Doctoral advisor Darrell Duffie...

theoretical physicist and arms control expert, Stanford University (deceased) Darrell Duffie, Dean Witter Distinguished Professor of Finance at Stanford Graduate...

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...

Knowledge Award (2021) Scientific career Fields Economics Institutions Stanford University Doctoral advisor Darrell Duffie Dilip Mookherjee Robert B. Wilson...

funding transactions. AXI and FXI were first conceived by Antje Berndt, Darrell Duffie, and Yichao Zhu, and were operationalized by SOFR Academy, Inc. The...

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...

"Interview with Steven Shreve". June 13, 2010. Retrieved 2020-01-03. Darrell Duffie (March 18, 2008). "A Review of Stochastic Calculus for Finance" (PDF)...

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...

(2005). Asset Pricing. Princeton University Press. ISBN 978-0691121376. Darrell Duffie (2001). Dynamic Asset Pricing Theory (3rd ed.). Princeton University...

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...

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...

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...

Currie, Princeton University 2016 Mark Watson, Princeton University 2015 Darrell Duffie, Stanford University 2014 Randall Wright, University of Wisconsin-Madison...