Home Page: Darrell Duffie

Darrell Duffie, Dean Witter Distinguished Professor of Finance at The Graduate School of Business , Stanford University, has been on the finance faculty at Stanford since receiving his Ph.D. from Stanford in 1984. He has authored books and research articles on topics in finance and related fields, some of which can be found through links below. Duffie lives in Palo Alto, California with his wife Denise Savoie and their two children.

Contact

518 Memorial Way, Graduate School of Business, Stanford University, Stanford, CA 94305-5015

Telephone: (650) 723-1976

Fax: (650) 725-7979

Email: duffie@stanford.edu

Research Interests

Incomplete security markets; derivatives markets; financial risk management; capital asset pricing theory; the dynamic spanning role of security markets; preference theory under uncertainty; security design; term structures of interest rates; credit risk, systemic risk in capital markets, valuation of corporate and sovereign debt, swaps, and credit derivatives.

Links

Resume (curriculum vitae)

Books

Research Publications

Working Papers

Credit Risk

Survey Articles and Other Publications

F622: Second-Year Doctoral Course on Asset Pricing Theory

F326: MBA Elective, Derivatives

F320: MBA Elective: Debt Markets

Bank One vs. Commissioner of Internal Revenue, Expert Report and Court Decision

Senate Testimony on Credit Derivatives, July, 2008

duffie@stanford.edu