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Darrell Duffie

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Name  Darrell Duffie
Role  Economist

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Education  Stanford University (1984)
Books  Dynamic asset pricing th, How Big Banks Fail and What, Security Markets: Stochasti, Dark Markets: Asset Pric, Measuring Corporate Default Ri

Notable students  Lasse Heje Pedersen

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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.


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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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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.

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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.

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Darrell Duffie Wikipedia

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