Darrell Duffie

Stanford University

Stanford, CA 94305

United States

SCHOLARLY PAPERS

10

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Top 755

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686

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Scholarly Papers (10)

1.

Leverage Management

Number of pages: 25 Posted: 21 Oct 2008
Darrell Duffie, Chenyang Wang and Hefei Wang
Stanford University, QVT Financials and University of Illinois at Chicago - Department of Finance
Downloads 303 (98,029)

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2.

Securities Lending, Shorting, and Pricing

NYU Working Paper No. FIN-01-023
Number of pages: 35 Posted: 03 Nov 2008
Stanford University, University of California, Berkeley - Haas School of Business and AQR Capital Management, LLC
Downloads 159 (183,050)

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Valuation in Over-the-Counter Markets

NYU Working Paper No. S-MF-04-04
Number of pages: 39 Posted: 12 Nov 2008
Stanford University, affiliation not provided to SSRN and AQR Capital Management, LLC
Downloads 63 (346,734)

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Valuation in Over-the-Counter Markets

NYU Working Paper No. FIN-03-041
Number of pages: 46 Posted: 11 Nov 2008
Stanford University, University of California, Berkeley - Haas School of Business and AQR Capital Management, LLC
Downloads 59 (358,476)

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Valuation in Over-the-Counter Markets

The Review of Financial Studies, Vol. 20, Issue 6, pp. 1865-1900, 2007
Posted: 26 Jun 2008
Stanford University, affiliation not provided to SSRN and AQR Capital Management, LLC

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G1, G12, G14, D83, D4, D52

4.

Over-the-Counter Markets

NYU Working Paper No. S-MF-04-05
Number of pages: 37 Posted: 12 Nov 2008
Stanford University, affiliation not provided to SSRN and AQR Capital Management, LLC
Downloads 103 (255,583)

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5.
Downloads 101 (259,009)

Valuation in Dynamic Bargaining Markets

NYU Working Paper No. S-MF-01-01
Number of pages: 45 Posted: 12 Nov 2008
Stanford University, University of California, Berkeley - Haas School of Business and AQR Capital Management, LLC
Downloads 71 (324,844)

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Valuation in Dynamic Bargaining Markets

NYU Working Paper No. FIN-01-022
Number of pages: 45 Posted: 03 Nov 2008
Stanford University, University of California, Berkeley - Haas School of Business and AQR Capital Management, LLC
Downloads 30 (471,051)

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6.

Modeling Sovereign Yield Spreads: A Case Study of Russian Debts

NYU Working Paper No. FIN-01-021
Number of pages: 50 Posted: 03 Nov 2008
Stanford University, AQR Capital Management, LLC and Stanford University - Graduate School of Business
Downloads 90 (279,063)

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7.

Over-the-Counter Marketmaking

NYU Working Paper No. FIN-03-043
Number of pages: 35 Posted: 11 Nov 2008
Stanford University, University of California, Berkeley - Haas School of Business and AQR Capital Management, LLC
Downloads 85 (289,222)

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Modeling Sovereign Yield Spreads: A Case Study of Russian Debt

NYU Working Paper No. S-CDM-01-05
Number of pages: 50 Posted: 05 Nov 2008
Stanford University, AQR Capital Management, LLC and Stanford University - Graduate School of Business
Downloads 46 (402,429)

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Modeling Sovereign Yield Spreads: A Case Study of Russian Debt

NYU Working Paper No. S-DRP-01-09
Number of pages: 50 Posted: 07 Nov 2008
Stanford University, AQR Capital Management, LLC and Stanford University - Graduate School of Business
Downloads 34 (451,686)

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9.

Simulated Moments Estimation of Markov Models of Asset Prices

NBER Working Paper No. t0087
Number of pages: 43 Posted: 27 Jun 2007 Last Revised: 29 Sep 2010
Darrell Duffie and Kenneth J. Singleton
Stanford University and Stanford University - Graduate School of Business
Downloads 78 (304,425)

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10.

Aligning Incentives at Systemically Important Financial Institutions: A Proposal by the Squam Lake Group

Journal of Applied Corporate Finance, Vol. 25, Issue 4, pp. 37-40, 2013
Number of pages: 6 Posted: 23 Dec 2013
Brookings Institution, Harvard University - Department of Economics, Hoover Institution, University of Chicago - Booth School of Business, Stanford University, Dartmouth College - Tuck School of Business, University of Chicago, Booth School of Business, Columbia Business School - Finance and Economics, Harvard Business School - Finance Unit, Yale University - Cowles Foundation, Dartmouth College - Tuck School of Business, Bank for International Settlements (BIS) and Ohio State University (OSU) - Department of Finance
Downloads 0 (657,040)
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