Darrell Duffie Books
Dynamic asset pricing theory
Dynamic Asset Pricing Theory is a textbook for doctoral students and researchers on the theory of asset pricing and portfolio selection in multiperiod settings under uncertainty. The asset pricing...
Read MoreCredit Risk
By Kenneth J. Singleton, Darrell Duffie
"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. Maste...
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