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Darrell Duffie, Graduate School of Business, Stanford University
http://www.darrellduffie.com/topic.cfm
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.
darrellduffie.com
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...
darrellduffie.com
Darrell Duffie, Graduate School of Business, Stanford University
http://www.darrellduffie.com/outside.cfm
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...
darrellduffie.com
Darrell Duffie, Graduate School of Business, Stanford University
http://www.darrellduffie.com/teaching.cfm
Published Articles by Year. F622: Second-Year Doctoral Course on Asset Pricing Theory. F320: MBA Elective: Debt Markets. Finance 121: Undergraduate Research and Discussion Seminar. F377: Chinas Financial System. Fin-613: OTC Price Transparency. Graduate School of Business. Stanford University, Stanford, CA 94305-7298.
darrellduffie-com.gowest1.gowesthosting.com
Darrell Duffie, Graduate School of Business, Stanford University
http://darrellduffie-com.gowest1.gowesthosting.com/survey.cfm
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...
darrellduffie-com.gowest1.gowesthosting.com
Darrell Duffie, Graduate School of Business, Stanford University
http://darrellduffie-com.gowest1.gowesthosting.com/outside.cfm
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...
darrellduffie-com.gowest1.gowesthosting.com
Darrell Duffie, Graduate School of Business, Stanford University
http://darrellduffie-com.gowest1.gowesthosting.com/teaching.cfm
Published Articles by Year. F622: Second-Year Doctoral Course on Asset Pricing Theory. F320: MBA Elective: Debt Markets. Finance 121: Undergraduate Research and Discussion Seminar. F377: Chinas Financial System. Fin-613: OTC Price Transparency. Graduate School of Business. Stanford University, Stanford, CA 94305-7298.
darrellduffie.com
Darrell Duffie, Graduate School of Business, Stanford University
http://www.darrellduffie.com/publications_all.cfm
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.
darrellduffie.com
Darrell Duffie, Graduate School of Business, Stanford University
http://www.darrellduffie.com/policy.cfm
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...
darrellduffie-com.gowest1.gowesthosting.com
Darrell Duffie, Graduate School of Business, Stanford University
http://darrellduffie-com.gowest1.gowesthosting.com/working.cfm
Published Articles by Year. Dynamic Directed Random Matching. With Lei Qiao and Yeneng Sun), Working Paper, Graduate School of Business, Stanford University, November, 2015. With Haoxiang Zhu), Working paper, Graduate School of Business, Stanford University, October, 2015, revised April, 2016, First Prize, AQR Insight Award, May, 2016. Benchmarks in Search Markets. Resolution of Failing Central Counterparties. Making Failure Feasible: How Bankruptcy Reform Can End Too Big To Fail. Risk and Valuation of C...