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  Search result  Your search for [author]Duffie, Darrell. returned 4 records.  
 
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  Book Transform analysis and asset pricing for affine jump-diffusions.

by Duffie, Darrell.; Cambridge: National Bureau of Economic Research, 1999.

Subject: Option value -- Econometric models; Options (Finance) -- Prices -- Econometric models.; Bonds -- Valuation -- Econometric models; Jump processes; Diffusion processes; Integral functions.

  
     
Relevance: 26.73%
 
     
  Book Credit risk : pricing, measurement, and management.

by Duffie, Darrell; Princeton, N.J.: Princeton University Press, 2003.

Subject: Credit -- Management; Risk management.

  
     
Relevance: 24.97%
 
     
  Book Dynamic asset pricing theory.

by Duffie, Darrell; Princeton, N.J: Princeton University Press, 1992.

Subject: B-34544 1992; Capital assets pricing models; Portfolio management; Uncertainty.

  
     
Relevance: 20.30%
 
     
  Book Security markets : stochastic models.

by Duffie, Darrell; Boston: Academic Press, 1988.

Subject: Securities -- Mathematical models.

  
     
Relevance: 20.30%
 
     
 
         
         
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