haku: @author Duffie, D. / yhteensä: 13
viitteet: 4-13 / 13
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4.
Securities lending, shorting, and pricing
Journal of Financial Economics
2002 : DEC, VOL. 66:2-3, p. 307-339
 2002 Duffie, D.
Garleanu, N.
Heje Pedersen, L.
5.
Floating-Fixed Credit Spreads
Financial Analysts' Journal
2001 : MAY-JUN, VOL. 57:3, p. 76-87
 2001 Duffie, D.
Liu, J.
6.
Risk and Valuation of Collateralized Debt Obligations
Financial Analysts' Journal
2001 : JAN-FEB, VOL. 57:1, p. 41-59
 2001 Duffie, D.
Garleanu, N.
7.
Transform analysis and asset pricing for affine jump- diffusions
Econometrica
2000 : NOV, VOL. 68:6, p. 1343-1376
 2000 Duffie, D.
Pan, J.
Singleton, K.
8.
Credit swap valuation
Financial Analysts' Journal
1999 : JAN/FEB, VOL. 55:1, p. 73-87
 1999 Duffie, D.
9.
An econometric model of the term structure of interest-rate swap yields
Journal of Finance
1997 : SEP, VOL. 52:4, p. 1287-1321
 1997 Duffie, D.
Singleton, K. J.
10.
Asset pricing with heterogeneous consumers
Journal of Political Economy
1996 : APR, VOL. 104:2, p. 219-240
 1996 Constantinides, G.
Duffie, D.
11.
Corporate incentives for hedging and hedge accounting
Review of Financial Studies
1995 : FALL, VOL. 8:3, p. 743-772
 1995 DeMarzo, P.
Duffie, D.
12.
Stationary Markov equilibria
Econometrica
1994 : JUL, VOL. 62:4, p. 745-782
 1994 Duffie, D.
13.
Arrow and general equilibrium theory.
Journal of Economic Literature
1989 : JUN, VOL. 27:2, p. 565-598
 1989 Duffie, D.
Sonnenschein, H.
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