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Darrell Duffie, Graduate School of Business, Stanford University

Published Articles by Year. Darrell Duffie, Dean Witter Distinguished Professor of Finance at the Graduate School of Business. And professor by courtesy, Department of Economics, Stanford University. Has been on the finance faculty at Stanford since receiving his Ph.D. from Stanford in 1984. With Piotr Dworczak), Working Paper, Graduate School of Business, Stanford University, March, 2018. Notes on LIBOR Conversion. Graduate School of Business, Stanford University, January, 2018. Journal of Finance,.

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Published Articles by Year. Darrell Duffie, Dean Witter Distinguished Professor of Finance at the Graduate School of Business. And professor by courtesy, Department of Economics, Stanford University. Has been on the finance faculty at Stanford since receiving his Ph.D. from Stanford in 1984. With Piotr Dworczak), Working Paper, Graduate School of Business, Stanford University, March, 2018. Notes on LIBOR Conversion. Graduate School of Business, Stanford University, January, 2018. Journal of Finance,.
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Darrell Duffie, Graduate School of Business, Stanford University | darrellduffie.com Reviews

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Published Articles by Year. Darrell Duffie, Dean Witter Distinguished Professor of Finance at the Graduate School of Business. And professor by courtesy, Department of Economics, Stanford University. Has been on the finance faculty at Stanford since receiving his Ph.D. from Stanford in 1984. With Piotr Dworczak), Working Paper, Graduate School of Business, Stanford University, March, 2018. Notes on LIBOR Conversion. Graduate School of Business, Stanford University, January, 2018. Journal of Finance,.

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Darrell Duffie, Graduate School of Business, Stanford University

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Published Articles by Year. Asset Pricing, General Equilibrium, and Investments. Banking, Risk Management, and Regulation. Security and Market Design. Graduate School of Business. Stanford University, Stanford, CA 94305-7298.

2

Darrell Duffie, Graduate School of Business, Stanford University

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Published Articles by Year. Challenges to A Policy Treatment of Speculative Trading Motivated by Differences in Beliefs. Journal of Legal Studies. Volume 43 (2014), pp. S173-S182. Comment on Risk Topography, by Brunnermeier, Gorton, and Krishnamurthy, in. NBER Macroeconomics Annual 2011. Edited by Daron Acemoglu and Michael Woodford. Chicago: University of Chicago Press, 2012, pp. 177-183. Policy Issues Facing the Market for Credit Derivatives. The Road Ahead for the Fed. By Steven E. Shreve,. 2003, edit...

3

Darrell Duffie, Graduate School of Business, Stanford University

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Published Articles by Year. Published Research Articles by Year. Information Percolation in Segmented Markets. With Semyon Malamud and Gustavo Manso),. Journal of Economic Theory. Volume 157 (2015), pp. 1130-1158. Technical Appendices. Central Clearing and Collateral Demand. With Martin Scheicher and Guillaume Vuillemey),. Journal of Financial Economics. Vol 116 (2015), pp. 237-256. Challenges to A Policy Treatment of Speculative Trading Motivated by Differences in Beliefs. Journal of Legal Studies.

4

Darrell Duffie, Graduate School of Business, Stanford University

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Published Articles by Year. Financial Regulatory Reform After the Crisis: An Assessment. Paper invited for presentation to the 2016 ECB Forum on Central Banking, Sintra, Portugal, June, 2016 ( presentation slides. Beginning at minute 5:00). Systemic Risk in Financial Systems and Capital Markets in Relationship with the Proposed Draft Capital Markets Stability Act. Expert Report submitted to Canadas Department of Justice, May 2016. Graduate School of Business, Stanford University, April, 2016. Market Part...

5

Darrell Duffie, Graduate School of Business, Stanford University

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Published Articles by Year. Current Editorial Board Service. Journal of Credit Risk. Advances in Mathematical Economics. Journal of Financial Economics. Mathematics and Financial Economics. International Journal of Central Banking. Other Current Professional Positions. Risk Advisory Council, Global Risk Institute. Institute for Global Finance, University of New South Wales, Senior Fellow. Panel of Recognized International Market Experts in Finance. Initiative on Global Markets (IGM) Experts Panel. Hausdo...

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Visitors | SFI

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Jump to search field. SFI Swiss Finance Institute. SFI Swiss Finance Institute. Master in Financial Engineering. Master in Financial Engineering. IT Resources and Facilities. Swissquote Conference 2016 on the Future of Banking. 7th General AMaMeF and Swissquote Conference. The Swiss Finance Institute @ EPFL fosters the intellectual exchange with academics from around the world and regularly welcomes visitors. Associate Professor of Finance, University of Alberta. To know more about Lukas Roth. Professor ...

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FARFE - Foundation for the Advancement of Research inFinancial Economics - Ross Prize

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Foundation for the Advancement of. Research in Financial Economics. Press Release Announcing the Fourth Ross Prize. Foundation for the Advancement of Research in Financial Economics Awards Fourth $100,000 Academic Prize. Finance Scholars Darrell Duffie. The Stephen A. Ross Prize in Financial Economics has been awarded to "Transform Analysis and Asset Pricing for Affine Jump-Diffusions" published in Econometrica. Founded in 2006 by finance academics and practitioners, FARFE is committed to supporting rese...

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Darrell Duffie, Graduate School of Business, Stanford University

Published Articles by Year. Darrell Duffie, Dean Witter Distinguished Professor of Finance and Shanahan Family Faculty Fellow at the Graduate School of Business. And professor by courtesy, Department of Economics, Stanford University. Has been on the finance faculty at Stanford since receiving his Ph.D. from Stanford in 1984. Benchmarks in Search Markets. With Piotr Dworczak and Haoxiang Zhu), Working Paper, Graduate School of Business, Stanford University, July, 2015. Appendix of additional results.

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Darrell Duffie, Graduate School of Business, Stanford University

Published Articles by Year. Darrell Duffie, Dean Witter Distinguished Professor of Finance at the Graduate School of Business. And professor by courtesy, Department of Economics, Stanford University. Has been on the finance faculty at Stanford since receiving his Ph.D. from Stanford in 1984. With Piotr Dworczak), Working Paper, Graduate School of Business, Stanford University, March, 2018. Notes on LIBOR Conversion. Graduate School of Business, Stanford University, January, 2018. Journal of Finance,.

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