Credit Risk: Pricing, Measurement, and Managementby Darrell Duffie; Kenneth J. SingletonAcharya · Economica2005PDF491 KB
Darrell Duffie: How Big Banks Fail and What to Do About ItWrampelmeyer · Financial markets and portfolio management2013PDF83 KB
How Big Banks Fail and What to Do about Itby Darrell DuffieMacey · Journal of Economic Literature2011PDF329 KB
How Big Banks Fail and What to Do about It, by Darrell DuffieRebonato · Quantitative Finance2011PDF221 KB
Darrell Duffie: Dark Markets, Asset Pricing and Information Transmission in Over-the-counter MarketsMarquardt · Financial markets and portfolio management2012PDF163 KB
Credit Risk. Pricing, Measurement, and Management. Princeton University Press, 2003, Darrell Duffie and Kenneth J. SingletonEmbrechts · Astin Bulletin2004PDF33 KB
Kenneth R. French, Martin N. Baily, John Y. Campbell, John H. Cochrane, Douglas W. Diamond, Darrell Duffie, Anil K. Kashyap, Frederic S. Mishkin, Raghuram G. Rajan, David S. Scharfstein, Robert J. Shiller, Hyun Song Shin, Matthew J. Slaughter, Jeremy C. Stein, Rene M. Stulz: The Squam Lake Report—Fixing the Financial SystemGoisis · Springer Vienna2011PDF57 KB
Models of Financial Stability and Their Application in Stress Tests ✶ ✶The authors thank Tobias Adrian, Fabio Caccioli, Agostino Capponi, Darrell Duffie, Luca Enriques, Cars Hommes, Sujit Kapadia, Blake LeBaron, Alan D. Morrison, Paul Nahai-Williamson, James Paulin, Peyton Young, Garbrand Wiersema, an anonymous reviewer, and the participants of the Workshop for the Handbook of Computational…Aymanns · Handbook of computational economics2018PDF1.4 MB