Stanford Experts

J. Darrell Duffie

Title:
Dean Witter Distinguished Professor of Finance, Graduate School of Business

Email:
duffie@stanford.edu

Phone:
(650) 723-1976

Website:
http://www.darrellduffie.com/

Description

Professor Duffie conducts research in the areas of asset pricing, general equilibrium and investments; credit risk; mathematical modeling; banking, risk management and regulation; term structure modeling; security and market design; over-the-counter markets; and corporate finance.He has written recently about credit derivatives, the Volcker rule, tri-party repo markets, systemic risk exposure and sovereign bond markets, among others. He has been interviewed recently about the Libor scandal; the bankruptcy filing by MF Global, the big U.S. derivatives broker, particularly about ethics; credit default swaps; and European debt. He has written extensively on derivatives.