Darrell Duffie
| Use attributes for filter ! | |
| Gender | Male |
|---|---|
| Age | 70 |
| Date of birth | May 23,1954 |
| Zodiac sign | Gemini |
| Field | Mathematical finance |
| Notable students | Monika Piazzesi |
| Lasse Heje Pedersen | |
| Job | Professor |
| Economist | |
| Education | University of New England |
| University of New Brunswick | |
| Stanford University | |
| Books | Dynamic asset pricing theory |
| How Big Banks Fail and What to Do about It | |
| Security Markets: Stochastic Models | |
| Credit Risk: Pricing, Measurement, and Management | |
| Measuring Corporate Default Risk | |
| Futures Markets | |
| Dark Markets: Asset Pricing and Information Transmission in Over-the-Counter Markets | |
| The Squam Lake Report: Fixing the Financial System | |
| Credit Risk Modeling with Affine Processes | |
| Multiperiod Securities Markets with Differential Information: Martingales and Resolution Times | |
| Official site | darrellduffie.com |
| Affiliations | Stanford University |
| Doctor student | Monika Piazzesi |
| Interests | Finance |
| Central Banking | |
| Academic advisor | David Luenberger |
| Notable student | Lasse Heje Pedersen |
| Matthew O. Jackson | |
| Monika Piazzesi | |
| H index | 88 |
| Date of Reg. | |
| Date of Upd. | |
| ID | 554429 |
Darrell Duffie Life story
James Darrell Duffie is a Canadian financial economist and is Dean Witter Distinguished Professor of Finance at Stanford Graduate School of Business. He is the author of numerous research articles, and several books, including Futures Markets, Dynamic Asset Pricing Theory, and—with Kenneth Singleton—Credit Risk.
Darrell Duffie Photos
