Darrell Duffie

Darrell Duffie - Stanford University

Darrell Duffie is the author of books and research articles on asset valuation, credit risk, derivative securities, and over-the-counter markets. Duffie was the 2009 President of The American Finance Association. He is a Fellow and member of the Council of the Econometric Society, a Senior Research Associate of the National Bureau of Economic Research, a Fellow of the American Academy of Arts and Sciences, and a member of the Financial Advisory Round Table of the New York Federal Reserve Bank.

Among other books, he is a co-author of The Squam Lake Report: Fixing the Financial System, and the author of How Big Banks Fail - And What to Do About It.

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More information on The Journal of Computational Finance


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