Darrell Duffie

J. Darrell Duffie
Born (1954-05-23) May 23, 1954 (age 70)
NationalityCanadian
Alma materStanford University
Scientific career
FieldsMathematical finance
InstitutionsStanford Graduate School of Business
Doctoral advisorDavid Luenberger
Doctoral studentsMonika Piazzesi[1]
Yilin (David) Yang[2]

James Darrell Duffie (born May 23, 1954) is a Canadian financial economist and is Dean Witter Distinguished Professor of Finance at Stanford Graduate School of Business.

He is the author of numerous research articles,[3] and several books,[4] including Futures Markets, Dynamic Asset Pricing Theory,[5] and—with Kenneth Singleton—Credit Risk.[6]

  1. ^ Essays in monetary policy and asset pricing
  2. ^ "Yilin (David) Yang".
  3. ^ "Darrell Duffie, Graduate School of Business, Stanford University".
  4. ^ "Darrell Duffie, Graduate School of Business, Stanford University".
  5. ^ Darrell Duffie (27 January 2010). Dynamic Asset Pricing Theory: Third Edition. Princeton University Press. ISBN 978-1-4008-2920-0.
  6. ^ Darrell Duffie; Kenneth J. Singleton (12 January 2012). Credit Risk: Pricing, Measurement, and Management. Princeton University Press. ISBN 978-1-4008-2917-0.