Similar Search Results

Andersen, Leif B. G.; Pterbarg, Victor L. - In: The definitive guide to CDOs : market, application, …, (pp. 259-291). 2008

Persistent link: https://www.econbiz.de/10003918721

The theory of value in security markets

Duffie, Darrell - 1991

Persistent link: https://www.econbiz.de/10001328996

Asset pricing in incomplete markets

Duffie, Darrell - In: Hitotsubashi journal of economics 34 (1993), pp. 139-148

Persistent link: https://www.econbiz.de/10001162443

Dynamic asset pricing theory

Duffie, Darrell - 2001 - Third edition

Persistent link: https://www.econbiz.de/10001552032

Intertemporal asset pricing theory

Duffie, Darrell - 2003

Persistent link: https://www.econbiz.de/10001832879

Dynamic asset pricing theory

Duffie, Darrell - 1992

Persistent link: https://www.econbiz.de/10000322723

Presidential address : asset price dynamics with slow-moving capital

Duffie, Darrell - In: The journal of finance : the journal of the American … 65 (2010) 4, pp. 1237-1268

Persistent link: https://www.econbiz.de/10009011030

Dynamic asset pricing theory

Duffie, Darrell - 1996 - 2. ed.

Persistent link: https://www.econbiz.de/10009700845

Dark Markets : Asset Pricing and Information Transmission in Over-the-Counter Markets

Duffie, Darrell - 2012

Biographical note: DuffieDarrell: Darrell Duffie is the Dean Witter Distinguished Professor of Finance at Stanford University's Graduate School of Business. His books include "How Big Banks Fail and What to Do about It" and "Dynamic Asset Pricing Theory" (both Princeton).

Persistent link: https://www.econbiz.de/10014482633

Transform analysis and asset pricing for affine jump-diffusions

Duffie, Darrell; Pan, Jun; Singleton, Kenneth J. - In: Econometrica : journal of the Econometric Society, an … 68 (2000) 6, pp. 1343-1376

Persistent link: https://www.econbiz.de/10001527496