Professor
Darrell Duffie
Stanford Graduate School of Business
Economist; Educator
Area
Social and Behavioral Sciences
Specialty
Economics
Elected
2007
Financial economist who works on technically challenging asset pricing issues. Combined deep theoretical insights with techniques for empirical implementation. Recent work analyzes the term structure of interest rates, and default risk especially under imperfect information. Major contributor to our understanding of incomplete securities markets and to the pricing of derivatives. Explored preferences under uncertainty as well as pricing of sovereign debt.
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