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[Darrell Duffie] Dynamic Asset Pricing Theory, Thi(BookFi.org)

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[Darrell Duffie] Dynamic Asset Pricing Theory, Thi(BookFi.org)

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Continuous- time security pricing - Northwestern University · Continuous- time security pricing A utility gradient approach* Darrell Duffie Stanford University, Stanford CA, USA

Continuous- time security pricing - Northwestern University · Continuous- time security pricing A utility gradient approach* Darrell Duffie Stanford University, Stanford CA, USA

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Risk and Valuation of Collateralized Debt ObligationsRisk and Valuation of Collateralized Debt Obligations Darrell Duffie and Nicolae Gârleanu In this discussion of risk analysis

Risk and Valuation of Collateralized Debt ObligationsRisk and Valuation of Collateralized Debt Obligations Darrell Duffie and Nicolae Gârleanu In this discussion of risk analysis

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Disastrous Defaults - Banque de France · 2020. 9. 4. · Chernov, Pierre Collin -Dufresne, Darrell Duffie, Peter Feldhutter , Rene Garcia, Francois Gourio, Stephane Guibaud, Jean

Disastrous Defaults - Banque de France · 2020. 9. 4. · Chernov, Pierre Collin -Dufresne, Darrell Duffie, Peter Feldhutter , Rene Garcia, Francois Gourio, Stephane Guibaud, Jean

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Sanjiv R. Das FDIC Center for Financial Research Darrell Duffie

Sanjiv R. Das FDIC Center for Financial Research Darrell Duffie

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NBER WORKING PAPER SERIES MULTI-PERIOD CORPORATE … · NBER WORKING PAPER SERIES MULTI-PERIOD CORPORATE DEFAULT PREDICTION WITH STOCHASTIC COVARIATES Darrell Duffie Ke Wang Leandro

NBER WORKING PAPER SERIES MULTI-PERIOD CORPORATE … · NBER WORKING PAPER SERIES MULTI-PERIOD CORPORATE DEFAULT PREDICTION WITH STOCHASTIC COVARIATES Darrell Duffie Ke Wang Leandro

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Reforming LIBOR and Other Financial-Market Benchmarksscholar.harvard.edu/files/stein/files/duffie-stein-libor-sept19... · Reforming LIBOR and Other Financial-Market Benchmarks Darrell

Reforming LIBOR and Other Financial-Market Benchmarksscholar.harvard.edu/files/stein/files/duffie-stein-libor-sept19... · Reforming LIBOR and Other Financial-Market Benchmarks Darrell

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Liquidity and Risk Management: Coordinating Investment … · LIQUIDITY AND RISK MANAGEMENT: COORDINATING INVESTMENT AND COMPENSATION ... Cui, Peter DeMarzo, Darrell Duffie, ... Coordinating

Liquidity and Risk Management: Coordinating Investment … · LIQUIDITY AND RISK MANAGEMENT: COORDINATING INVESTMENT AND COMPENSATION ... Cui, Peter DeMarzo, Darrell Duffie, ... Coordinating

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Interview with Darrell Duffie - Federal Reserve Bank of ... · economics, Darrell Duffie is both a deep-level theorist and a hands-on plumber. ... Photographs by Peter Tenzer. 13

Interview with Darrell Duffie - Federal Reserve Bank of ... · economics, Darrell Duffie is both a deep-level theorist and a hands-on plumber. ... Photographs by Peter Tenzer. 13

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BANKS' RISK EXPOSURES NATIONAL BUREAU OF ECONOMIC RESEARCH · Martin Schneider Working Paper 21334 NATIONAL BUREAU OF ECONOMIC ... Cochrane, Darrell Duffie, Isil Erel, Bob Hall, Lars

BANKS' RISK EXPOSURES NATIONAL BUREAU OF ECONOMIC RESEARCH · Martin Schneider Working Paper 21334 NATIONAL BUREAU OF ECONOMIC ... Cochrane, Darrell Duffie, Isil Erel, Bob Hall, Lars

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NATIONAL BUREAU OF ECONOMIC RESEARCHdept.ku.edu/~empirics/Courses/Econ918/pastor-stambaugh.pdf · We are grateful for comments from John Campbell, Peter Christoffersen, Darrell Duffie,

NATIONAL BUREAU OF ECONOMIC RESEARCHdept.ku.edu/~empirics/Courses/Econ918/pastor-stambaugh.pdf · We are grateful for comments from John Campbell, Peter Christoffersen, Darrell Duffie,

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Written under the direction of Darrell Duffie Abstract · Wright, Chiara Angeloni, Peter Blaustein, Valentin Bolotnyy, Chris Seewald, Vivek Viswanathan and Martin Schneider for comments

Written under the direction of Darrell Duffie Abstract · Wright, Chiara Angeloni, Peter Blaustein, Valentin Bolotnyy, Chris Seewald, Vivek Viswanathan and Martin Schneider for comments

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Credit risk modeling with affine processes q - Darrell Duffie · 2012-08-23 · Credit risk modeling with affine processes q Darrell Duffie Graduate School of Business, Stanford University,

Credit risk modeling with affine processes q - Darrell Duffie · 2012-08-23 · Credit risk modeling with affine processes q Darrell Duffie Graduate School of Business, Stanford University,

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Puts in the Shadow - International Monetary Fund · Puts ” in the Shadow . Prepared by . Manmohan Singh. 1. ... Darrell Duffie, Matthew McDonald, Peter Stella, Godfried De Vidts,

Puts in the Shadow - International Monetary Fund · Puts ” in the Shadow . Prepared by . Manmohan Singh. 1. ... Darrell Duffie, Matthew McDonald, Peter Stella, Godfried De Vidts,

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The Changing Collateral Space - Federal Reserve … · The Changing Collateral Space Prepared by Manmohan Singh1 ... Darrell Duffie, Michael Clark, Peter Stella, Cedric Gillerot,

The Changing Collateral Space - Federal Reserve … · The Changing Collateral Space Prepared by Manmohan Singh1 ... Darrell Duffie, Michael Clark, Peter Stella, Cedric Gillerot,

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WHEN HARRY FIRED SALLY: ... · We thank Jonathan Berk, Marianne Bertrand, Jules van Binsbergen, Kerwin Charles, Darrell Duffie, Elena Espinoza, Matt Gentzkow, Christopher Hennesey,

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