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  • Darrell Duffie
  • Economics
  • 1992
  • "Dynamic Asset Pricing Theory" is a textbook for doctoral students and researchers on the theory of asset pricing and portfolio selection in multiperiod settings under uncertainty. The asset pricingExpand
  • Darrell Duffie
  • Economics
  • 1999
  • This review of the pricing of credit swaps, a form of derivative security that can be viewed as default insurance on loans or bonds, begins with a description of the credit swap contract, turns toExpand