Books by Darrell Duffie
Security Markets: Stochastic Models
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Fragmenting Markets: Post-Crisis Bank Regulations and Financial Market Liquidity
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Dynamic Asset Pricing Theory: Third Edition
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Credit Risk: Pricing, Measurement, and Management
Kenneth J Singleton, Darrell Duffie
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Dark Markets: Asset Pricing and Information Transmission in Over-The-Counter Markets
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Multiperiod Securities Markets With Differential Information: Martingales and Resolution Times
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Multiperiod Securities Markets With Differential Information: Martingales and Resolution Times
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Implementing Arrow-Debreu Equilibria by Continuous Trading of Few Long-Lived Securities
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