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GND: 128596120


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otc handelotc marketcredit riskasset pricingfinancial marketfinancial crisissecurities tradingcounter marketscollateral demandsearch theoryfinancial market regulationyield curverisk premiaasymmetric informationfinancial clearingasymmetrische informationrepo rateportfolio selectiondealer banksotc derivativesbalance sheetsportfolio managementterm structurerate spikespayment timingtiming stressesmechanism designasset pricesbanks failgovernment securitiesrisk premiummarkov chainmarkov kettebank liquiditymechanismus design theorieefficient market hypothesisshare priceoption pricing theoryrandom matchingcorporate defaultmonetary policybank balancebank holdingbank fundingmarket functionalitycorporate creditmulti periodsystemically importantdefault riskinformation percolationprivate informationbig banksfederal reserveholding companiesexchange priceinitial marginmargin requirementscredit rating
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Years of publications: 1985 - 2024

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The information on the author is retrieved from: Entity Facts (by DNB = German National Library data service), DBPedia and Wikidata

Darrell Duffie


Alternative spellings:
J. Darrell Duffie
Darrel Duffie
D. Duffie

B: 1954
James Darrell Duffie (born May 23, 1954) is a Canadian financial economist and is Dean Witter Distinguished Professor of Finance at Stanford Graduate School of Business. He is the author of numerous research articles, and several books, including Futures Markets, Dynamic Asset Pricing Theory, and—with Kenneth Singleton—Credit Risk. Duffie has been on the finance faculty at Stanford since 1984. He is a Fellow and member of the Council of the Econometric Society, a Research Associate of the National Bureau of Economic Research, a member of the Financial Advisory Roundtable of the Federal Reserve Bank of New York, and a Fellow of The American Academy of Arts and Sciences. He was the President of The American Finance Association for 2009. He has served on the editorial board of many journals, including Econometrica. In 2003, Duffie was awarded the SunGard/IAFE Financial Engineer of the Year Award from the International Association of Financial Engineers. He holds a Ph.D. (1984) in Engineering Economic Systems from Stanford University, a Master of Economics (1980) from the University of New England (Australia), and a Bachelor of Science in Engineering (Civil Engineering) (1975) from the University of New Brunswick. (Source: DBPedia)

Profession

  • Economist
  • Affiliations

  • National Bureau of Economic Research
  • Stanford University. Graduate School of Business
  • External links

  • Gemeinsame Normdatei (GND) im Katalog der Deutschen Nationalbibliothek
  • Bibliothèque nationale de France
  • Wikipedia (Deutsch)
  • Wikipedia (English)
  • Deutsche Digitale Bibliothek
  • NACO Authority File
  • Virtual International Authority File (VIAF)
  • Wikidata
  • International Standard Name Identifier (ISNI)

  • Official Website logo Official Website

    Google Scholar logo Google Scholar
    REPEC logo RePEc
    SSRN logo SSRN
    Scopus logo Scopus Preview

    Prizes in Economics

    1995 - Fellow of the Econometric Society

    Publishing years

    1
      2024
    16
      2023
    9
      2022
    7
      2021
    6
      2020
    1
      2019
    8
      2018
    13
      2017
    2
      2016
    9
      2015
    14
      2014
    8
      2013
    8
      2012
    17
      2011
    17
      2010
    14
      2009
    9
      2008
    5
      2007
    5
      2006
    5
      2005
    4
      2004
    8
      2003
    6
      2002
    6
      2001
    1
      2000
    6
      1999
    7
      1998
    3
      1997
    7
      1996
    3
      1995
    3
      1994
    3
      1993
    7
      1992
    4
      1991
    5
      1990
    5
      1989
    4
      1988
    4
      1987
    3
      1986
    1
      1985

    Series

    1. NBER Working Paper (21)
    2. Working paper / National Bureau of Economic Research, Inc. (20)
    3. Stanford University Graduate School of Business research paper (9)
    4. Staff reports / Federal Reserve Bank of New York (7)
    5. Rock Center for Corporate Governance at Stanford University working paper series (7)
    6. NYU Working Paper (6)
    7. Working paper (5)
    8. Stanford University Graduate School of Business Research Paper (5)
    9. NBER working paper series (4)
    10. FRB of New York Staff Report (4)
    11. Research paper series / Swiss Finance Institute (4)
    12. BIS working papers (3)
    13. BIS Working Paper (3)
    14. Technical working paper / National Bureau of Economic Research (2)
    15. Discussion paper / A (2)
    16. Working papers / Bank for International Settlements (2)
    17. Research paper series / Stanford Graduate School of Business (2)
    18. Research paper series / Graduate School of Business, Stanford University (2)
    19. Business & economics (2)
    20. Rock Center for Corporate Governance at Stanford University Working Paper (1)
    21. Princeton series in finance (1)
    22. EUI working papers (1)
    23. Economic Theory, econometrics, and mathematical economics (1)
    24. Discussion papers / Institute of Economics, University of Copenhagen (1)
    25. Working paper series / Department of Economics and Institute for Policy Analysis, University of Toronto (1)
    26. The future of banking (1)
    27. Oberwolfach (1)
    28. In memoriam: Yves Younès (1937 - 1996) (1)
    29. Working paper series / Centre for Analytical Finance, University of Åarhus, Åarhus School of Business (1)
    30. Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business (1)
    31. Princeton Series in Finance (1)
    32. Research paper / International Center for Financial Asset Management and Engineering (1)
    33. Discussion paper / Centre for Economic Policy Research (1)
    34. Lezioni Paolo Baffi di moneta & finanza (1)
    35. Princeton lectures in finance (1)
    36. Tuck School of Business working paper / Tuck School of Business at Dartmouth (1)
    37. Clarendon lectures in finance (1)
    38. Princeton Lectures in Finance (1)
    39. Working papers / Rodney L. White Center for Financial Research (1)
    40. ECB Working Paper (1)
    41. Working paper series / European Central Bank (1)
    42. FDIC Center For Financial Research Working Paper (1)
    43. Columbia Business School Research Paper (1)
    44. MFI Working Paper (1)
    45. Discussion paper / Center for Mathematical Studies in Economics and Management Science, Northwestern University (1)