Darrell Duffie
J. Darrell Duffie | |
|---|---|
| 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 |
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.
He is the author of numerous research articles, and several books, including Futures Markets, Dynamic Asset Pricing Theory, and—with Kenneth Singleton—Credit Risk.