Darrell Duffie
American economist / From Wikipedia, the free encyclopedia
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James Darrell Duffie (born May 23, 1954) is a Canadian financial economist and is Dean Witter Distinguished Professor of Finance at Stanford Graduate School of Business.
Quick Facts J. Darrell Duffie, Born ...
J. Darrell Duffie | |
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Born | (1954-05-23) May 23, 1954 (age 70) |
Nationality | Canadian |
Alma mater | Stanford University |
Scientific career | |
Fields | Mathematical finance |
Institutions | Stanford Graduate School of Business |
Doctoral advisor | David Luenberger |
Doctoral students | Monika Piazzesi[1] Yilin (David) Yang[2] |
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He is the author of numerous research articles,[3] and several books,[4] including Futures Markets, Dynamic Asset Pricing Theory,[5] and—with Kenneth Singleton—Credit Risk.[6]