Darrell Duffie

A comprehensive, in-depth, and authoritative guide to China's financial system

A concise introduction to modeling over-the-counter markets

A leading finance expert explains how and why big banks fail—and what can be done to prevent it

A nonpartisan plan of action for fixing the global economy from fifteen of the world's leading economists

In this book, two of America's leading economists provide the first integrated treatment of the conceptual, practical, and empirical foundations for credit risk pricing and risk measurement. Masterfully applying theory to practice...

This is a thoroughly updated edition of Dynamic Asset Pricing Theory, the standard text for doctoral students and researchers on the theory of asset pricing and portfolio selection in multiperiod settings under uncertainty. The asset...