Darrell Duffie - PDFSEARCH.IO - Document Search Engine

Darrell Duffie
Results: 40

#	Item
31	Central Clearing and Collateral Demand ∗ Darrell Duffie †, Martin Scheicher ‡, Guillaume Vuillemey §. Abstract We use an extensive data set of bilateral credit default swap (CDS) positions Add to Reading List Source URL: www.darrellduffie.com Language: English - Date: 2014-05-09 10:00:06 Securities Credit default swap United States housing bubble Financial services Depository Trust & Clearing Corporation Clearing Derivative Netting Interest rate swap Financial economics Finance Financial system
32	Financial Market Infrastructure: Too Important to Fail Darrell Duffie A major focus of this book is the development of failure resolution methods, including bankruptcy and administrative forms of insolvency management, t Add to Reading List Source URL: www.darrellduffie.com Language: English - Date: 2014-01-13 16:48:20 Repurchase agreement Financial markets Securities Clearing house Clearing Dodd–Frank Wall Street Reform and Consumer Protection Act Federal Reserve System Late-2000s financial crisis Federal Deposit Insurance Corporation Economics Financial economics Finance
33	Challenges to A Policy Treatment of Speculative Trading Motivated by Differences in Beliefs∗ Darrell Duffie June 14, 2014 Abstract Add to Reading List Source URL: www.darrellduffie.com Language: English - Date: 2014-06-16 15:38:16 Financial markets Mathematical finance Probability theory Risk-neutral measure Efficient-market hypothesis Hedge Utility Risk Arbitrage Financial economics Finance Economics
34	Dynamic Directed Random Matching∗ Darrell Duffie† , Lei Qiao‡ and Yeneng Sun§ Preliminary draft. This version: June 5, 2014 Abstract We show the existence of independent random matching among a continuum of agents Add to Reading List Source URL: www.darrellduffie.com Language: English - Date: 2014-06-06 19:59:23 Probability theory Markov processes Markov chain Stochastic process Random variable Stochastic matrix Probability space Poisson distribution Phase-type distribution Statistics Probability and statistics Markov models
35	Information Percolation in Segmented Markets∗ Darrell Duffie, Semyon Malamud, and Gustavo Manso Forthcoming, Journal of Economic Theory May 19, 2014 Abstract Add to Reading List Source URL: www.darrellduffie.com Language: English - Date: 2014-05-19 14:49:13 Auctioneering Finance Financial economics Financial markets Game theory Auction Ask price Double auction Market Economics Business Auction theory
36	THE JOURNAL OF FINANCE • VOL. LXV, NO. 4 • AUGUST[removed]Presidential Address: Asset Price Dynamics with Slow-Moving Capital DARRELL DUFFIE∗ ABSTRACT Add to Reading List Source URL: www.darrellduffie.com Language: English - Date: 2010-11-29 21:43:09 Financial markets United States housing bubble Financial services Credit default swap Derivative Collective investment scheme Futures contract Arbitrage Bond Financial economics Economics Investment
37	Journal of Financial Services Research 24:2/3 93±119, 2003 # 2003 Kluwer Academic Publishers. Manufactured in The Netherlands. Market Pricing of Deposit Insurance DARRELL DUFFIE Stanford University Add to Reading List Source URL: www.kamakuraco.com Language: English - Date: 2008-10-01 11:15:02 Investment Finance Bank regulation in the United States Federal Deposit Insurance Corporation Deposit insurance Risk-neutral measure Bank Interest rate Credit risk Financial economics Mathematical finance Financial institutions
38	For more information, please contact: Jamie Serino SunGard Tel: +[removed]removed] David Jaffe Add to Reading List Source URL: www.iaqf.org Language: English - Date: 2014-01-22 13:24:08 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
39	Risk and Valuation of Collateralized Debt Obligations Darrell Duffie and Nicolae Gˆarleanu Graduate School of Business Add to Reading List Source URL: www.darrellduffie.com Language: English - Date: 2010-06-02 15:39:44 United States housing bubble Structured finance Fixed income securities Bonds Mortgage-backed security Collateralized debt obligation Credit derivative Credit rating agency High-yield debt Financial economics Finance Investment
40	PDF Document Add to Reading List Source URL: www.stanford.edu Language: English - Date: 2010-05-04 17:04:13 Academia Capital asset pricing model General equilibrium theory Mathematical finance Quantitative analyst Darrell Duffie Gérard Debreu John B. Taylor J. Michael Harrison Fellows of the Econometric Society Economics Financial economics

UPDATE