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Darrell Duffie
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21	For more information, please contact: Jamie Serino SunGard Tel: +[removed]removed] David Jaffe Add to Reading List Source URL: www.dougbreeden.net Language: English - Date: 2014-01-15 14:06:29 Finance Robert A. Jarrow SunGard Andrew Lo Darrell Duffie Jack L. Treynor American Finance Association Phelim Boyle The Journal of Fixed Income Year of birth missing Financial economics Economics
22	Isaac Newton Institute for Mathematical Sciences Developments in Quantitative Finance 24 January - 22 July 2005 Organisers: Darrell Duffie (Stanford); David Hobson (Bath); Chris Rogers (Cambridge); José Scheinkman (Pri Add to Reading List Source URL: www.newton.ac.uk Language: English - Date: 2003-10-01 05:58:06 Finance Investment Implied volatility Black–Scholes Volatility Volatility smile Valuation of options Timer Call Mathematical finance Financial economics Options
23	Wo r k i n g Pa p e r S e r i e S NO[removed]F e b r u a r y 2014 Central Clearing and Collateral Demand Darrell Duffie, Martin Scheicher Add to Reading List Source URL: www.ecb.europa.eu Language: English - Date: 2014-02-20 03:49:13 Financial markets Securities Stock market Financial services Over-the-counter Credit default swap Depository Trust & Clearing Corporation Futures contract Derivative Financial economics Finance Investment
24	Econometrica, Vol. 73, No. 6 (November, 2005), 1815–1847 OVER-THE-COUNTER MARKETS BY DARRELL DUFFIE, NICOLAE GÂRLEANU, AND LASSE HEJE PEDERSEN1 We study how intermediation and asset prices in over-the-counter markets Add to Reading List Source URL: people.stern.nyu.edu Language: English - Date: 2005-10-19 15:33:28 Mathematical finance Bargaining Bargaining theory Commerce Incomplete markets Bond Stock market Futures contract Fundamental analysis Financial economics Economics Finance
25	THE JOURNAL OF FINANCE VOL. LVIII, NO. 1 FEB[removed]Modeling Sovereign Yield Spreads: A Case Study of Russian Debt DARRELL DUFFIE, LASSE HEJE PEDERSEN, and KENNETH J. SINGLETON* ABSTRACT Add to Reading List Source URL: people.stern.nyu.edu Language: English - Date: 2003-03-18 13:45:13 Financial crises Debt Notes Bankruptcy Government debt Sovereign default Bond Corporate bond Government bond Economics Financial economics Finance
26	Valuation in Over-the-Counter Markets Darrell Duffie Graduate School of Business, Stanford University Nicolae Gˆarleanu University of California, Berkeley Lasse Heje Pedersen Add to Reading List Source URL: people.stern.nyu.edu Language: English - Date: 2008-09-13 19:12:24 Financial markets Mathematical finance Actuarial science Financial risk Incomplete markets Derivative Futures contract Risk-neutral measure Risk premium Financial economics Finance Investment
27	ROBUST BENCHMARK DESIGN DARRELL DUFFIE† AND PIOTR DWORCZAK‡ PRELIMINARY AND INCOMPLETE Abstract. Recent scandals over the manipulation of LIBOR and foreign exchange benchmarks have Add to Reading List Source URL: www.darrellduffie.com Language: English - Date: 2014-06-16 15:33:03 Optimal design Reference rate Optimal control Statistics Benchmark Mechanism design
28	Market Making Under the Proposed Volcker Rule Darrell Duffie∗ Stanford University January 16, 2012 Abstract Add to Reading List Source URL: www.darrellduffie.com Language: English - Date: 2012-01-16 22:32:59 Economics Market liquidity Market maker Bond market Repurchase agreement Proprietary trading Hedge fund Short Secondary market Financial economics Financial markets Finance
29	Supplementary Results for Information Percolation in Segmented Markets Darrell Duffie, Semyon Malamud, and Gustavo Manso November, 2013 Add to Reading List Source URL: www.darrellduffie.com Language: English - Date: 2014-05-31 02:28:37 Operator theory Vertex operator algebra Symbol Mathematical analysis Constructible universe Complex analysis
30	ON THE CLEARING OF FOREIGN EXCHANGE DERIVATIVES DARRELL DUFFIE GRADUATE SCHOOL OF BUSINESS, STANFORD UNIVERSITY This note discusses the case for exempting foreign exchange derivatives from recent regulatory requirements Add to Reading List Source URL: www.darrellduffie.com Language: English - Date: 2011-05-12 07:35:12 United States housing bubble Financial markets Derivative Over-the-counter Credit default swap Interest rate swap Futures contract Swap Currency swap Financial economics Finance Financial system