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Credit Risk: Pricing, Measurement, and Management
  • PDF
  • English
  • Year: 2012
  • Author: Darrell Duffie; Kenneth J. Singleton
Credit risk
  • PDF
  • English
  • Year: 2003
  • Author: Darrell Duffie, Kenneth J. Singleton
How Big Banks Fail and What to Do about It
  • PDF
  • English
  • Year: 2010
  • Author: Darrell Duffie
Security Markets: Stochastic Models
  • PDF
  • English
  • Year: 1988
  • Author: Darrell Duffie