Home Page: Darrell Duffie


Photo credit: Asia Kepka.

Darrell Duffie, Dean Witter Distinguished Professor of Finance at The Graduate School of Business , Stanford University, has been on the finance faculty at Stanford since receiving his Ph.D. from Stanford in 1984. He has authored books and research articles on topics in finance and related fields, some of which can be found through links below. Curriculum vitae.

Contact

518 Memorial Way, Graduate School of Business, Stanford University, Stanford, CA 94305-5015
Telephone: (650) 723-1976
Fax: (650) 725-7979
Email: duffie@stanford.edu

Research Interests

Incomplete security markets; derivatives markets; financial risk management; capital asset pricing theory; preference theory under uncertainty; security design; term structures of interest rates; credit risk, systemic risk in capital markets, valuation of corporate and sovereign debt, swaps, and credit derivatives.

Links

Resume (curriculum vitae)

Books

Research Publications

Working Papers

Credit Risk

Survey Articles and Other Publications

F622: Second-Year Doctoral Course on Asset Pricing Theory

F326: MBA Elective, Derivatives

F320: MBA Elective: Debt Markets

Bank One vs. Commissioner of Internal Revenue, Expert Report and Court Decision

Senate Testimony on Credit Derivatives, July, 2008

Policy Issues Facing the Market for Credit Derivatives, in The Road Ahead for the Fed, edited by John D. Ciorciari and John B. Taylor, Hoover Institution Press, 2009.

"How Should We Regulate Derivatives Markets," Briefing Paper Number 5, The Pew Financial Reform Project.

"The Failure Mechanics of Dealer Banks," Working Paper, Graduate School of Business, Stanford University, forthcoming, Journal of Economic Perspectives.

"Contractual Methods for Out-of-Court Restructuring of Systemically Important Financial Institutions," . Submission Requested by the U.S. Treasury Working Group on Bank Capital, PRELIMINARY DRAFT: November 9, 2009, Stanford University

``Policy Perspectives on OTC Derivatives Market Infrastructure'' (with Ada Li and Theo Lubke), Staff Report Number 424, Federal Reserve Bank of New York, January, 2010.

duffie@stanford.edu