Darrell Duffie

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J. Darrell Duffie
Born (1954-05-23) May 23, 1954 (age 64)
NationalityCanadian
Alma materStanford University
Scientific career
FieldsMathematical finance
InstitutionsStanford Graduate School of Business
Doctoral advisorDavid Luenberger
Doctoral studentsMonika Piazzesi[1]

James Darrell Duffie (born May 23, 1954) is a Canadian financial economist, is Dean Witter Distinguished Professor of Finance at Stanford Graduate School of Business.

He is the author of numerous research articles,[2] and several books[3] including Futures Markets, Dynamic Asset Pricing Theory[4], and—with Kenneth SingletonCredit Risk[5].

Duffie has been on the finance faculty at Stanford since 1984. He is a Fellow and member of the Council of the Econometric Society, a Research Associate of the National Bureau of Economic Research, a member of the Financial Advisory Roundtable of the Federal Reserve Bank of New York, and a Fellow of The American Academy of Arts and Sciences. He was the President of The American Finance Association for 2009. He has served on the editorial board of many journals, including Econometrica. In 2003, Duffie was awarded the SunGard/IAFE Financial Engineer of the Year Award from the International Association of Financial Engineers.

He holds a Ph.D. (1984) in Engineering Economic Systems from Stanford University, a Master of Economics (1980) from the University of New England (Australia), and a Bachelor of Science in Engineering (Civil Engineering) (1975) from the University of New Brunswick.[6]

References[edit]

  1. ^ Essays in monetary policy and asset pricing
  2. ^ http://www.darrellduffie.com/topic.cfm
  3. ^ http://www.darrellduffie.com/books.cfm
  4. ^ Darrell Duffie (27 January 2010). Dynamic Asset Pricing Theory: Third Edition. Princeton University Press. ISBN 1-4008-2920-8.
  5. ^ Darrell Duffie; Kenneth J. Singleton (12 January 2012). Credit Risk: Pricing, Measurement, and Management. Princeton University Press. ISBN 1-4008-2917-8.
  6. ^ CV

External links[edit]