加载中…美国著名金融经济学家、世界著名金融工程师Darrell Duffie
(2011-06-02 10:16:08)
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后排左三为Darrell Duffie
Darrell Duffie，加拿大人，1975年获得加拿大University of New
Brunswick土木工程系的工学学士，1980年获得澳大利亚University of New
England经济学硕士，1984年获得斯坦福大学Engineering Economic
Systems博士。1984年至今他一直在斯坦福大学商学院金融组任教，现为金融学杰出讲座教授（Dean Witter
Distinguished Professor of Finance）.
http://www.siliconbeat.com/wp-content/uploads/2008/10/darrell_duffie_am2007_web21.jpgDuffie" TITLE="美国著名金融经济学家、世界著名金融工程师Darrell Duffie" />
他1995年当选为经济计量学会的会士，
2007年当选为美国艺术和科学院院士，
2007-2008年他担任美国金融学会副主席，2008-2009年他担任美国金融学会候任主席，2009-2010年他担任美国金融学会主席。目前他是美国金融学会董事会成员。
2003年他获得国际金融工程师学会（International
Association of Financial
2005年他当选为国际金融工程师学会Senior
Fellow。
他的研究兴趣为：Darrell
Duffie’s research interests include over-the-counter markets,
banking, financial risk management, credit risk, valuation and
hedging of derivative securities, term structure of interest rate
modeling, financial innovation, and market design. Recently, Duffie
has focused on how capital moves from one segment of asset markets
to another, and the implications of imperfect trading opportunities
for asset price behavior, especially in over-the-counter markets.
Duffie and several collaborators have some recent results on
portfolio credit risk, based on the assumption that there are
unobservable common default-risk
factors.
http://news.stanford.edu/news/2007/may9/gifs/acad_duffie.jpgDuffie" TITLE="美国著名金融经济学家、世界著名金融工程师Darrell Duffie" />
他是以下杂志的编辑部成员：
Management Science, May 1986 to
March, 1989.
Journal of Mathematical Economics,
July, 1988 to February, 1996.
Boards Advances in Futures and
Options Research, May, 1989 to May 1991.
Annals of Applied Probability,
September, 1989 to May, 1994.
Economic Theory, December, 1989 to
February, 1996.
Journal of Economic Theory, 1986 to
1999.
Mathematical Finance, October, 1989
to January, 2001.
Econometrica, July, 1990 to
present.
Asia Pacific Financial Markets,
August 1993 to 2006.
The Review of Derivatives Research,
December, 1993 to 2007.
Finance and Stochastics, 1995 to 2002
(co-editor, 1998-2002).
Review of Finance, July, 1995 to
present.
Journal of Computational Finance,
February, 1997 to present.
Advances in Mathematical Economics,
August, 1998 to present.
Stochastic Processes and Their
Applications, July, 1999 to April, 2006.
Journal of Financial Economics.
November, 2001 to present.
Journal of Bond Trading and
Management. 2002 to 2003.
Journal of Banking and Finance.
November, 2005, to 2008.
Mathematics and Financial Economics.
April, 2007, to present.
AEJ: Microeconomics. May, 2007, to
present.
International Journal of Central
Banking. January, 2009, to present.
Stochastic Systems. January, 2009, to
present.
后排左三为Darrell Duffie
他的著作有：
1）Security Markets: Stochastic Models, Boston: Academic Press,
1988.
2）Futures Markets, Englewood Cli®s,
New Jersey: Prentice-Hall, 1989.
Japanese translation, Kinzai Publishing Company,
1994; Chinese translation, 1996.
3）Dynamic Asset Pricing Theory,
Princeton University Press, 1992; Third
Edition, 2001; French Translation,
Modelµes Dynamiques d' Evaluation,
Paris: Presse Universitaire
Fran»caise, 1993; Japanese Translation, Shinbun
Press, 1998; portions appearing in
Italian translation in Il Principio di
Arbitraggio, edited by M. de Felice
and E. F. Moriconi, Societ¶a Editrice
Il Mulino, Bologna,
1996.
4）Credit Risk: Pricing, Measurement,
and Management, with Kenneth J.
Singleton, Princeton University
Press, 2003.
5）The Squam Lake Report: Fixing the
Financial System, co-authored with
the Squam Lake Group, Princeton
University Press, 2010.
6）How Big Banks Fail | And What to Do
About It, Princeton University
Press, 2010.
7）Measuring Corporate Default Risk,
forthcoming, Oxford University Press,
2011新书
新书
https://www.gsb.stanford.edu/research/facultypictures/duffie-j-d.jpgDuffie" TITLE="美国著名金融经济学家、世界著名金融工程师Darrell Duffie" />
他的个人主页：http://www.darrellduffie.com/
他在斯坦福大学商学院的主页：http://gsbapps.stanford.edu/facultyprofiles/biomain.asp?id=03079696
他的简历网址：
http://www.darrellduffie.com/uploads/DuffieResume.pdf
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