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Page 1: Darrell Duffie, Graduate School of Business, Stanford ... · Created Date: 5/19/2010 5:00:28 PM
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Sanjiv R. Das FDIC Center for Financial Research · Darrell Duffie Nikunj Kapadia Risk-Based Capital Standards, Deposit Insurance and Procyclicality Risk-Based Capital Standards,

NATIONAL BUREAU OF ECONOMIC RESEARCHdept.ku.edu/~empirics/Courses/Econ918/pastor-stambaugh.pdf · We are grateful for comments from John Campbell, Peter Christoffersen, Darrell Duffie,

Post-Crisis Bank Regulations and Financial Market Liquidity · Post-Crisis Bank Regulations and Financial Market Liquidity Paolo Baffi Lecture Darrell Duffie* 15 September 2017 *

Continuous- time security pricing - Northwestern University · Continuous- time security pricing A utility gradient approach* Darrell Duffie Stanford University, Stanford CA, USA

Liquidity and Risk Management: Coordinating Investment and ...€¦ · DeMarzo, Darrell Duffie, Lars Peter Hansen, Oliver Hart, Arvind Krishnamurthy, Guy Laroque, Jianjun Miao, Adriano

Continuous- time security pricing - Darrell Duffie · Continuous- time security pricing A utility gradient approach* Darrell Duffie Stanford University, Stanford CA, USA Costis

Paper Review by: Niv Nayman Technion- Israel Institute of Technology July 2015 By Darrell Duffie and Peter Glynn, Stanford University, 1995

A YIELD-FACTOR MODEL OF INTEREST RATES DARRELL DUFFIE

The Changing Collateral Space - Federal Reserve … · The Changing Collateral Space Prepared by Manmohan Singh1 ... Darrell Duffie, Michael Clark, Peter Stella, Cedric Gillerot,

Term Structures of Credit Spreads with Incomplete Accounting Information Darrell Duffie and David Lando Econometrica, Vol.69, No. 3, (2001) Presenter ：

Innovations in Credit Risk Transfer: Implications for …duffie/BIS.pdfInnovations in Credit Risk Transfer: Implications for Financial Stability1 Darrell Duffie Stanford University

FUNDING VALUE ADJUSTMENTS - nber.org › papers › w23680.pdf · NBER WORKING PAPER SERIES FUNDING VALUE ADJUSTMENTS Leif Andersen Darrell Duffie Yang Song Working Paper 23680 NATIONAL

Information Percolation in Segmented Markets · 2017. 5. 5. · Information Percolation in Segmented Markets Darrell Duffie, Semyon Malamud, and Gustavo Manso NBER Working Paper No

Stanford Universityweb.stanford.edu/~duffie/DuffieMMoubleAuction.pdf · 2010. 1. 9. · Information Percolation in Segmented Markets∗ Darrell Duffie, Semyon Malamud, and Gustavo

Reforming LIBOR and Other Financial-Market Benchmarksscholar.harvard.edu/files/stein/files/duffie-stein-libor-sept19... · Reforming LIBOR and Other Financial-Market Benchmarks Darrell

A Contractual Approach to Restructuring Financial …media.hoover.org/sites/default/files/documents/Ending_Government... · Financial Institutions Darrell Duffie In this chapter,

BIS Working Papers · 2005. 3. 2. · Authors: Darrell Duffie, Stanford University (joint with Antje Berndt, Rohan Douglas, Mark Ferguson and David Schranz) Discussants: Peter Hordahl,

Written under the direction of Darrell Duffie Abstract · Wright, Chiara Angeloni, Peter Blaustein, Valentin Bolotnyy, Chris Seewald, Vivek Viswanathan and Martin Schneider for comments

CSG Innovation Forum Presentations · Peter Quinlan (Signature Bank) Brian Yono (Soave Enterprises) April Eaton (South State Bank) Darrell Duffie (Stanford University) Tom Baxter

Darrell Duffie - Stanford University

Stationary Markov Equilibria - Darrell Duffie...746 D. DUFFIE, J. GEANAKOPLOS, A. MAS-COLELL, AND A. MCLENNAN Our main accomplishment is the elaboration of an abstract method of proving

Peter Cziraki Peter de Goeij Luc Renneboog - … ANNUAL MEETINGS... · Peter de Goeij# Luc Renneboog ... Riccardo Calcagno, Darrell Duffie, Baran Düzce, Jasmin Gider, Dirk Hackbarth,

[Darrell Duffie] Dynamic Asset Pricing Theory, Thi(BookFi.org)

Rational Prepayment and the Valuation of Mortgage …web.math.ku.dk/~rolf/teaching/PhDcourse/stanton.pdf · ful for helpfulcomments and suggestions to Oren Cheyette, Darrell Duffie,

Expert Report of Darrell Duffie - Stanford University

Interview with Darrell Duffie - Federal Reserve Bank of ... · economics, Darrell Duffie is both a deep-level theorist and a hands-on plumber. ... Photographs by Peter Tenzer. 13

Reforming LIBOR and Other Financial-Market Benchmarks · PDF fileReforming LIBOR and Other Financial-Market Benchmarks Darrell Duffie and Jeremy C. Stein Stanford University Harvard

Credit risk modeling with affine processes q - Darrell Duffie · 2012-08-23 · Credit risk modeling with affine processes q Darrell Duffie Graduate School of Business, Stanford University,

Failure resolution of central counterparties · Failure Resolution of Central Counterparties Darrell Duffie, GSB, Stanford University Third BIS Research Network Meeting . BIS-DNB-Buba:

Duffie Darrell - Futures Markets - Cap 4

INTERTEMPORAL ASSET PRICING THEORY - Darrell Duffie · 2010-07-24 · D Duffie 3.12 Optimal trading and consumption 678 3.13 Martingale solution to Merton's problem 682 4 Term-structure

SAFE Policy papers represent the authors’ personal ... · to us and for extremely helpful comments from forum participants and colleagues, in particular Darrell Duffie, Alexandra

The Changing Collateral Space - IMFJames Aitken, Godfried de Vidts, Darrell Duffie, Michael Clark, Peter Stella, Cedric Gillerot, Walter Verbeke, Richard Glen, Leonard Evans, Nikolaos

EQUILIBRIUM IN INCOMPLETE MARKETS: I · EQUILIBRIUM IN INCOMPLETE MARKETS: I A Basic Model of Generic Existence Darrell DUFFIE* Mathematical Sciences Research Institute, Berkeley,

Methods of Mathematical Finance - Carnegie Mellon …€¦ · Peter Carr Morgan Stanley ... Darrell Duffie Stanford University Julien Hugonnier Swiss Finance Institute Karel Janecek