Darrell Duffie – författare
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19 produkter
How Big Banks Fail and What to Do about It
Inbunden, 2010
445 kr
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Dealer banks--that is, large banks that deal in securities and derivatives, such as J. P. Morgan and Goldman Sachs--are of a size and complexity that sharply distinguish them from typical commercial banks. When they fail, as we saw in the global financial crisis, they pose significant risks to our …
Security Markets
Stochastic Models
Av Darrell Duffie, Darrell Duffie
Inbunden, 1988
1364 kr
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This is a graduate level work covering the economic principles of security markets. Interested readers include students and researchers in economics and finance, as well as financial analysts following the latest theoretical developments in capital asset pricing.
Measuring Corporate Default Risk
E-bok, 2011
359 kr
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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 stochastic intensity modeling, is explained and implemented with data on U.S. public corporations …
Measuring Corporate Default Risk
Inbunden, 2011
1315 kr
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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 stochastic intensity modeling, is explained and implemented with data on U.S. public corporations …
Measuring Corporate Default Risk
Häftad, 2022
404 kr
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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 stochastic intensity modeling, is explained and implemented with data on U.S. public corporations …
Mathematical Finance
Av M. H. A. Davis, Mark H.A. Davis m. fl.
Inbunden, 1995
1641 kr
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Recent revolutions in the world of finance have created a need for the expertise of research mathematicians in solving problems. The articles in this volume are based on recent research in methods in mathematical finance.
Dynamic Asset Pricing Theory
Third Edition
Inbunden, 2001
823 kr
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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 settings under uncertainty. The asset pricing results are based on the three increasingly restrictive …
Credit Risk
Pricing, Measurement, and Management
Av Darrell Duffie, Kenneth J. Singleton
Inbunden, 2003
1955 kr
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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. Masterfully applying theory to practice, Darrell Duffie and Kenneth Singleton model credit risk for the …
Dark Markets
Asset Pricing and Information Transmission in Over-the-Counter Markets
Inbunden, 2012
542 kr
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Over-the-counter (OTC) markets for derivatives, collateralized debt obligations, and repurchase agreements played a significant role in the global financial crisis. Rather than being traded through a centralized institution such as a stock exchange, OTC trades are negotiated privately between …
Squam Lake Report
Fixing the Financial System
Av Kenneth R. French, Martin N. Baily m. fl.
Inbunden, 2010
182 kr
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In the fall of 2008, fifteen of the world's leading economists--representing the broadest spectrum of economic opinion--gathered at New Hampshire's Squam Lake. Their goal: the mapping of a long-term plan for financial regulation reform. The Squam Lake Report distills the wealth of insights from the …
Multiperiod Securities Markets With Differential Information
Martingales and Resolution Times
Av Darrell Duffie, Chi-Fu Huang
Inbunden, 2023
345 kr
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Multiperiod Securities Markets With Differential Information
Martingales and Resolution Times
Av Darrell Duffie, Chi-Fu Huang
Häftad, 2023
173 kr
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Credit Risk
Pricing, Measurement, and Management
Av Kenneth J. Singleton, Darrell Duffie
E-bok, 2012
1566 kr
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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. Masterfully applying theory to practice, Darrell Duffie and Kenneth Singleton model credit risk for the …
Squam Lake Report
Fixing the Financial System
Av Rene M. Stulz, Jeremy C. Stein m. fl.
E-bok, 2010
243 kr
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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 spectrum of economic opinion—gathered at New Hampshire''s Squam Lake. Their goal: the mapping of a …
How Big Banks Fail and What to Do about It
E-bok, 2010
617 kr
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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 Goldman Sachs—are of a size and complexity that sharply distinguish them from typical commercial banks. …
Mathematical Finance
Av Mark H.A. Davis, Darrell Duffie m. fl.
Häftad, 2010
1641 kr
Lägg i varukorg
Recent revolutions in the world of finance have created a need for the expertise of research mathematicians in solving problems. The articles in this volume are based on recent research in methods in mathematical finance.
Fragmenting Markets
Post-Crisis Bank Regulations and Financial Market Liquidity
Inbunden, 2022
642 kr
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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 balance sheets of large banks. A policy implication is the encouragement of market infrastructure and …
Fragmenting Markets
Post-Crisis Bank Regulations and Financial Market Liquidity
E-bok, 2022
764 kr
Lägg i varukorg
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 balance sheets of large banks. A policy implication is the encouragement of market infrastructure and …
Fragmenting Markets
Post-Crisis Bank Regulations and Financial Market Liquidity
E-bok, 2022
740 kr
Lägg i varukorg
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 balance sheets of large banks. A policy implication is the encouragement of market infrastructure and …
