Darrell Duffie
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.
J. Darrell Duffie | |
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Born | May 23, 1954 |
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 Yilin (David) Yang |
He is the author of numerous research articles, and several books, including Futures Markets, Dynamic Asset Pricing Theory, and—with Kenneth Singleton—Credit Risk.
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