Darrell Duffie

• Futures markets
• Security markets
• Credit risk
• Dark markets
• Dynamic asset pricing theory
• How big banks fail and what to do about it
• Implementing Arrow-Debreu equilibria by continuous trading of few long-lived securities
• Kyodai ginkō wa naze hatanshitanoka
• Lun da yin hang de dao diao
• Measuring corporate default risk
• Multiperiod securities markets with differential information
• Asset pricing with stochastic differential utility