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Darrell Duffie

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Measuring Corporate Default Risk
Measuring Corporate Default Risk (Clarendon Lectures in Finance)
How big banks fail and what to do about it
Dark markets
Credit risk
Multiperiod securities markets with differential information: martingales and resolution times
Multiperiod Securities Markets with Differential Information Martingales and Resolution Times - Primary Source Edition
Implementing Arrow-Debreu Equilibria by Continuous Trading of Few Long-Lived Securities
Multiperiod Securities Markets With Differential Information Martingales and Resolution Times
Dynamic asset pricing theory
Futures markets
Credit Risk Pricing, Measurement and Management
Multiperiod Securities Markets With Differential Information Martingales and Resolution Times
How Big Banks Fail and What to Do about It
Measuring Corporate Default Risk

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