4 results for '"Darrell Duffie"'

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...

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...

A concise introduction to modeling over-the-counter marketsOver-the-counter (OTC) markets for derivatives, collateralized debt obligations, and repurchase agreements played a significant role in the...

"A seminal political economy analysis of why banking varies so much across countries, with such profound consequences for economic development and social welfare. Not just fascinating and original,...