Autor: Darrell Duffie

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Darrell Duffie is the James Irvin Miller Professor of Finance at the Graduate School of Business, Stanford University. His books include Dynamic Asset Pricing Theory (Princeton) and Futures Markets (Prentice-Hall). Kenneth J. Singleton is the C.O.G. Miller Distinguished Professor of Finance at the Graduate School of Business, Stanford University. He is the author of numerous articles in professional journals and an editor of the Review of Financial Studies.




12 Ebooks von Darrell Duffie

Darrell Duffie & Kenneth J. Singleton: Credit Risk
In this book, two of America’s leading economists provide the first integrated treatment of the conceptual, practical, and empirical foundations for credit risk pricing and risk measurement. Masterfu …
EPUB
Englisch
DRM
€139.99
Darrell Duffie: Dynamic Asset Pricing Theory
This is a thoroughly updated edition of Dynamic Asset Pricing Theory, the standard text for doctoral students and researchers on the theory of asset pricing and portfolio selection in multiperiod set …
PDF
Englisch
DRM
€139.99
Kenneth R. French & Martin N. Baily: The Squam Lake Report
A nonpartisan plan of action for fixing the global economy from fifteen of the world’s leading economists In the fall of 2008, fifteen of the world’s leading economists—representing the broadest spec …
EPUB
Englisch
DRM
€20.99
Darrell Duffie: How Big Banks Fail and What to Do about It
A leading finance expert explains how and why big banks fail—and what can be done to prevent it Dealer banks—that is, large banks that deal in securities and derivatives, such as J. P. Morgan and Gol …
EPUB
Englisch
DRM
€46.99
Darrell Duffie: Dark Markets
A concise introduction to modeling over-the-counter markets Over-the-counter (OTC) markets for derivatives, collateralized debt obligations, and repurchase agreements played a significant role in the …
EPUB
Englisch
DRM
€57.99
Darrell Duffie: Measuring Corporate Default Risk
This book, based on the author’s Clarendon Lectures in Finance, examines the empirical behaviour of corporate default risk. A new and unified statistical methodology for default prediction, based on …
EPUB
Englisch
DRM
€23.10
Darrell Duffie: Measuring Corporate Default Risk
This book, based on the author’s Clarendon Lectures in Finance, examines the empirical behaviour of corporate default risk. A new and unified statistical methodology for default prediction, based on …
PDF
Englisch
DRM
€23.02
Marlene Amstad & Guofeng Sun: The Handbook of China’s Financial System
A comprehensive, in-depth, and authoritative guide to China’s financial system The Chinese economy is one of the most important in the world, and its success is driven in large part by its financial …
EPUB
Englisch
DRM
€104.99
Moorad Choudhry: Structured Credit Products
Updated coverage of structured credit products with in-depth coverage of the latest developments Structured credit products are one of today’s fastest growing investment and risk management mechanism …
EPUB
Englisch
DRM
€80.99
Moorad Choudhry: Structured Credit Products
Updated coverage of structured credit products with in-depth coverage of the latest developments Structured credit products are one of today’s fastest growing investment and risk management mechanism …
PDF
Englisch
DRM
€80.99
Darrell Duffie: Fragmenting Markets
Post-crisis capital regulations and new failure-resolution rules increased the funding costs that are borne by bank shareholders, and thus the cost to buy-side firms for access to space on the balanc …
EPUB
Englisch
DRM
€51.95
Darrell Duffie: Fragmenting Markets
Post-crisis capital regulations and new failure-resolution rules increased the funding costs that are borne by bank shareholders, and thus the cost to buy-side firms for access to space on the balanc …
PDF
Englisch
DRM
€60.36