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Darrell Duffie - Financial Economics Expert & Professor of Finance at Stanford Graduate School of Business; Author of "Dynamic Asset Pricing Theory"; Advisor on LIBOR Reform

Darrell Duffie

Profile updated October 13, 2026
LocationTravels from Stanford, CA, USA
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About Darrell Duffie

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Books by Darrell Duffie

Measuring corporate default risk - Book by Darrell Duffie

“Measuring corporate default risk” (2011)

Measuring corporate default risk

How big banks fail and what to do about it - Book by Darrell Duffie

“How big banks fail and what to do about it” (2011)

How big banks fail and what to do about it

Dark markets : asset pricing and information transmission in over-the-counter markets - Book by Darrell Duffie

“Dark markets : asset pricing and information transmission in over-the-counter markets” (2012)

Dark markets : asset pricing and information transmission in over-the-counter markets

Futures markets - Book by Darrell Duffie

“Futures markets” (1989)

Futures markets

Credit risk: pricing, measurement, and management - Book by Darrell Duffie

“Credit risk: pricing, measurement, and management” (2003)

Credit risk: pricing, measurement, and management

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