Darrell Duffie

Affiliations: 
Stanford University, Palo Alto, CA 
Area:
Statistics
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"Darrell Duffie"

Parents

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David G. Luenberger grad student 1984 Stanford (Econometree)

Children

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Matthew O. Jackson grad student 1988 Stanford (Econometree)
Lasse H. Pedersen grad student 2001 Stanford
Nicolae B. Garleanu grad student 2002 Stanford
Neng Wang grad student 2002 Stanford
Antje Berndt grad student 2003 Stanford
Yigal S. Newman grad student 2004 Stanford
Pierre-olivier Weill grad student 2004 Stanford (Econometree)
Leandro Saita grad student 2006 Stanford
Andreas Eckner grad student 2007 Stanford
Zhipeng Zhang grad student 2009 Stanford
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Publications

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Duffie D, Stein JC. (2015) Reforming LIBOR and other financial market benchmarks Journal of Economic Perspectives. 29: 191-212
Duffie D. (2015) Challenges to a policy treatment of speculative trading motivated by differences in beliefs Journal of Legal Studies. 43: S173-S182
Duffie D, Scheicher M, Vuillemey G. (2015) Central clearing and collateral demand Journal of Financial Economics. 116: 237-256
Duffie D, Malamud S, Manso G. (2015) Reprint of: Information percolation in segmented markets Journal of Economic Theory. 158: 838-869
Duffie D, Malamud S, Manso G. (2014) Information percolation in segmented markets Journal of Economic Theory. 153: 1-32
Duffie D, Strulovici B. (2012) Capital Mobility and Asset Pricing Econometrica. 80: 2469-2509
Duffie D, Sun Y. (2012) The exact law of large numbers for independent random matching Journal of Economic Theory. 147: 1105-1139
Duffie D, Singleton KK. (2012) Credit risk: Pricing, measurement, and management Credit Risk: Pricing, Measurement, and Management
Duffie D. (2011) Measuring Corporate Default Risk Measuring Corporate Default Risk. 1-128
Duffie D. (2011) Comment Nber Macroeconomics Annual. 26: 177-183
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