Stanford GSB Faculty Publications

The Faculty Publications collection allows you to explore a growing corpus of GSB research in one place, with the ability to perform searches by title, author, abstract, supplied keywords, and (when available) full text. The collection indexes journal articles, case studies, working papers, books and book chapters, and white papers published by GSB faculty members from 2000 to the present. Output from the Corporate Governance Research Initiative, the Corporations and Society Initiative, and the Value Chain Innovation Initiative is also included.

This collection will grow over time as new publications are continually added, additional Research Hub Labs and Initiatives are incorporated, and librarians add entries for pre-2000 articles and other content.

Photo: Monuments to the Unknown Variables by Peter Wegner. Located in the McCoy Family Courtyard of Knight Management Center at the GSB, the ‘x’ structure offers a place to ponder indefinite change—and plan new discoveries.

Showing 76 - 92 of 92 Records

Title (A-Z) Title (Z-A) Date (Ascending) Date (Descending)
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Miniature of Estimation of Continuous-Time Markov Processes Sampled at Random Time Intervals
Estimation of Continuous-Time Markov Processes Sampled at Random Time Intervals
  • GSB Authors: Darrell Duffie
  • Date: 2004-10-08
  • Publication Type: Articles
  • Publication: Econometrica
Miniature of Structured Credit Index Products and Default Correlation
Structured Credit Index Products and Default Correlation
  • GSB Authors: Darrell Duffie
  • Date: 2004-02-29
  • Publication Type: Cases
Miniature of Emergence of Default Swap Index Products
Emergence of Default Swap Index Products
  • GSB Authors: Darrell Duffie
  • Date: 2004-02-12
  • Publication Type: Cases
Miniature of Large Portfolio Losses
Large Portfolio Losses
  • GSB Authors: Darrell Duffie
  • Date: 2004-01-01
  • Publication Type: Articles
  • Publication: Finance and Stochastics
Miniature of Transform Analysis and Asset Pricing for Affine Jump-Diffusions
Transform Analysis and Asset Pricing for Affine Jump-Diffusions
  • GSB Authors: Darrell Duffie | Kenneth Singleton
  • Date: 2003-12-10
  • Publication Type: Articles
  • Publication: Econometrica
Miniature of Market Pricing of Deposit Insurance
Market Pricing of Deposit Insurance
  • GSB Authors: Darrell Duffie
  • Date: 2003-10-01
  • Publication Type: Articles
  • Publication: Journal of Financial Services Research
Miniature of Affine Processes and Applications in Finance
Affine Processes and Applications in Finance
  • GSB Authors: Darrell Duffie
  • Date: 2003-08-01
  • Publication Type: Articles
  • Publication: Annals of Applied Probability
Miniature of Liquidation Risk
Liquidation Risk
  • GSB Authors: Darrell Duffie
  • Date: 2003-05-01
  • Publication Type: Articles
  • Publication: Financial Analysts Journal
Miniature of Modeling Sovereign Yield Spreads: A Case Study of Russian Debt
Modeling Sovereign Yield Spreads: A Case Study of Russian Debt
  • GSB Authors: Darrell Duffie | Kenneth Singleton
  • Date: 2003-02-12
  • Publication Type: Articles
  • Publication: The Journal of Finance
Miniature of Credit Risk: Pricing, Measurement, and Management
Credit Risk: Pricing, Measurement, and Management
  • GSB Authors: Darrell Duffie | Kenneth Singleton
  • Date: 2003-01-26
  • Publication Type: Books
Miniature of Securities Lending, Shorting, and Pricing
Securities Lending, Shorting, and Pricing
  • GSB Authors: Darrell Duffie
  • Date: 2002-10-29
  • Publication Type: Articles
  • Publication: Journal of Financial Economics
Miniature of Universal State Prices and Asymmetric Information
Universal State Prices and Asymmetric Information
  • GSB Authors: Darrell Duffie
  • Date: 2002-10-25
  • Publication Type: Articles
  • Publication: Journal of Mathematical Economics
Miniature of Dynamic Asset Pricing Theory (3rd Edition)
Dynamic Asset Pricing Theory (3rd Edition)
  • GSB Authors: Darrell Duffie
  • Date: 2001-10-21
  • Publication Type: Books
Miniature of Floating-Fixed Credit Spreads
Floating-Fixed Credit Spreads
  • GSB Authors: Darrell Duffie
  • Date: 2001-05-01
  • Publication Type: Articles
  • Publication: Financial Analysts Journal
Miniature of Analytical Value-At-Risk with Jumps and Credit Risk
Analytical Value-At-Risk with Jumps and Credit Risk
  • GSB Authors: Darrell Duffie
  • Date: 2001-05-01
  • Publication Type: Articles
  • Publication: Finance and Stochastics
Miniature of Term Structures of Credit Spreads with Incomplete Accounting Information
Term Structures of Credit Spreads with Incomplete Accounting Information
  • GSB Authors: Darrell Duffie
  • Date: 2001-05-01
  • Publication Type: Articles
  • Publication: Econometrica
Miniature of Risk and Valuation of Collateralized Debt Obligations
Risk and Valuation of Collateralized Debt Obligations
  • GSB Authors: Darrell Duffie
  • Date: 2001-01-01
  • Publication Type: Articles
  • Publication: Financial Analysts Journal
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About this Collection

Collection Name:
Stanford GSB Faculty Publications
Collection Type:
GSB Publications and Research

92 Finance

11 finance 10 business 8 banking stability, regulation, efficiency 5 economics 5 financial institutions 5 financial markets 4 LIBOR 4 allocative efficiency 4 credit risk 4 derivatives 4 financial crisis 4 financial economics 4 financial system 4 macroeconomics 4 search 3 Global Financial Crisis, 2008-2009 3 banking industry 3 benchmark 3 capital market 3 collateral 3 computer science 3 credit 3 exact law of large numbers 3 financial crises 3 interest rates 3 law 3 liquidity (economics) 3 market design 3 over-the-counter markets 3 price impact 3 random mutation 3 systemic risk 2 CDS 2 D83 2 E00 2 SOFR 2 actuarial science 2 bankruptcy 2 capital assets pricing model 2 central clearing 2 central clearing party 2 client clearing 2 credit default swap 2 credit ratings 2 credit risk and financial regulations 2 credit risk premia 2 credit spreads 2 dark pool 2 digital currency 2 distribution (economic theory) 2 economic equilibrium 2 economic, financial, and policy analysis 2 example 2 financial instruments 2 financial regulation 2 floating rates 2 hedging (finance) 2 information asymmetry 2 innovation 2 manipulation 2 margin 2 market equilibrium 2 market fragmentation 2 market liquidity 2 market value 2 mathematical models of investments 2 mathematics 2 mechanism design 2 monetary economics 2 mortgages 2 political science 2 population dynamics 2 price discovery 2 prices 2 product development 2 reference rate 2 risk management 2 size discovery 2 statistics 2 stock exchanges 2 strategy and general management 2 too big to fail 2 workup 1 2008-2009 1 C02 1 C73 1 CDS contract design 1 COVID-19 pandemic 1 D44 1 D53 1 G10 1 G12 1 G13 1 G14 1 G15 1 G20 1 G22 1 G24 1 G28 1 Global Financial Crisis 1 Independent dynamic random matching 1 J64 1 London interbank offered rate (LIBOR) 1 Markov chain 1 Markov processes 1 OTC markets 1 accounting 1 accounting and control 1 applied mathematics 1 assets (accounting) 1 asymmetric and private information 1 bailout 1 balance sheet management 1 bank 1 bank capital 1 bank deposits 1 bank failures 1 bank failures > prevention 1 bank failures > united states 1 bank funding risk 1 bank holding companies 1 bank liquidity 1 banking 1 banking industry personnel 1 banks 1 bargaining power 1 benchmarking (management) 1 benchmarks 1 benford’s law and fraud detection 1 bond markets 1 bond prices 1 bonds (finance) 1 bribery 1 business cycle accounting 1 business cycles 1 capital 1 capital costs 1 capital market > government policy 1 capital mobility 1 cash flow 1 central banking 1 central counterparties 1 collateral security 1 collateralization 1 collusion 1 computer security 1 consumer market behavior and pricing 1 continuous-time 1 convertible bonds 1 corporate debt 1 corporate debt > united states > statistical methods 1 corporate finance 1 cost 1 counterparty 1 counterparty risk 1 cover (algebra) 1 credit > management 1 credit default swap (CDS) 1 credit default swaps 1 credit derivative 1 credit derivatives 1 credit lines 1 credit spread 1 credit supply 1 creditor 1 cross-sectional method 1 dark pools (economics) 1 data transmission systems 1 dealer intermediation 1 debit value adjustment 1 debt 1 debt financing (corporations) > united states > statistical methods 1 debt management 1 debt overhang 1 debtor & creditor 1 default 1 default (finance) > united states > statistical methods 1 deficit 1 deposit banking 1 depository institutions 1 digital currency > China 1 digital currency > United States 1 digital platforms and economics 1 directed search 1 download 1 econometrics 1 economic demand 1 economics of information 1 economies of agglomeration 1 efficient market theory 1 enduring partnerships 1 engineering 1 event studies 1 executives 1 failure resolution 1 failure resolutions 1 fair value 1 finance > government policy 1 finance laws 1 financial benchmarks 1 financial crises > prevention 1 financial institutions and services: government policy and regulation 1 financial intermediation 1 financial markets and investment strategies 1 financial risk 1 financial security 1 financial stability 1 financial statements 1 functional equations stability results; mathematical dynamics and fractals; markov chains and monte carlo methods 1 funding value adjustment 1 game theory 1 general economics, econometrics and finance 1 general financial markets: government policy and regulation 1 global financial crisis and policies 1 global financial regulation and crises 1 government (linguistics) 1 government agencies 1 government bailouts 1 government securities 1 homeowners 1 housing market and economics 1 housing supply and markets 1 incentive (psychology) 1 independent dynamic random matching 1 independent random matching 1 information and market efficiency 1 information percolation 1 information theory 1 information transmission 1 insider trading 1 insolvency 1 insurance and financial risk management 1 interest rate 1 interest rate swaps 1 intermediation 1 intermediation (finance) 1 interoperability 1 investment banking 1 investments 1 labor economics 1 labor incentives 1 law of large numbers 1 law of one price 1 learning 1 learning rates 1 legacy bond exchanges 1 leverage ratio 1 libor 1 lines of credit 1 linguistics 1 liquidity 1 liquidity requirements 1 margin requirements 1 market economy 1 market frictions 1 market segmentation 1 market share 1 market-making 1 markets 1 matching (statistics) 1 mathematical constants 1 mathematical models 1 mechanical engineering 1 mechanism design without transfers 1 micro finance institutions 1 microeconomics 1 monetary theory 1 money and interest rates 1 netting efficiency 1 over-the-counter derivatives 1 overtime 1 pareto principle 1 payment system 1 philosophy 1 politics 1 portfolio management 1 portfolio selection and asset pricing 1 probability theory 1 psychology 1 psychotherapist 1 quantitative tightening 1 rate of return 1 rate of return on bonds 1 real estate business 1 real-time gross settlement (RTGS) systems 1 reference rate reform 1 reference rates 1 regulatory capital 1 regulatory reform 1 repos 1 repossession 1 repurchase agreements 1 reserve balances 1 risk > statistical methods 1 risk assessment 1 safer 1 secured overnight financing rate (SOFR) 1 shadow (psychology) 1 sovereign debt 1 sovereign default 1 sovereign default risk 1 sovereignty 1 speculation 1 state capitalism and financial governance 1 statics 1 stockbrokers 1 stockholder wealth 1 stockholders 1 stockholders equity 1 stress test 1 supply & demand 1 swap XVAs 1 systemically important banks 1 transparency 1 transparency (behavior) 1 treasury bills 1 treasury market 1 uncertainty 1 united states 1 units of measurement 1 valuation of investments 1 value (mathematics) 1 value-at-risk 1 volatility 1 volcker rule 1 volume-weighted average price 1 world wide web