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Author
Language
English
Description
Darrell Duffie is the Dean Witter Distinguished Professor of Finance at Stanford University's Graduate School of Business. His books include How Big Banks Fail and What to Do about It and Dynamic Asset Pricing Theory (both Princeton).
A concise introduction to modeling over-the-counter markets
Over-the-counter (OTC) markets for derivatives, collateralized debt obligations, and repurchase agreements played a significant role in the global financial...
Author
Language
English
Description
Darrell Duffie is the Dean Witter Distinguished Professor of Finance at Stanford University's Graduate School of Business. He is the author of Dynamic Asset Pricing Theory and the coauthor of Credit Risk: Pricing, Measurement, and Management (both Princeton).
A leading finance expert explains how and why big banks fail-and what can be done to prevent it
Dealer banks-that is, large banks that deal in securities and derivatives, such as J. P. Morgan...
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