Books by Darrell Duffie

Darrell Duffie is the James Irvin Miller Professor of Finance at the Graduate School of Business, Stanford University. His books include "Dynamic Asset Pricing Theory" (Princeton) and "Futures Markets" (Prentice-Hall). Kenneth J. Singleton is the C.O.G. Miller Distinguished Professor of Finance at the Graduate School of Business, Stanford University. He is the author of numerous articles in professional journals and an editor of the "Review of Financial Studies".