Published titles in this catalogue:
Shelf notes for catalogue titles by this author.
What Bond Managers Need to Know, A Guide to Market Valuation and Risk
This guide offers a comprehensive overview of bond market mechanics and risk management.
This work provides a mathematical framework for valuing credit-default swaps.
Order Flow: The Price Impact of Trading
This work focuses on the dynamics of order flow and its implications for market behaviour.
Darrell Duffie · James Aitken · 2012 · MIT Press
Order Flow: The Price Impact of Trading provides an in-depth analysis of market microstructure and the quantitative aspects of trading. Authors Darrell Duffie and James Aitken explore how trading activities affect price formation and market dynamics, making it essential for practitioners in finance.
Darrell Duffie · Mark Garleanu · 2003 · John Wiley & Sons
This comprehensive text delves into the pricing mechanisms of credit-default swaps (CDS), a pivotal instrument in modern financial markets. It offers quantitative methodologies tailored for practitioners, focusing on the intricacies of credit derivatives and their applications in risk management and trading strategies.
Darrell Duffie · 2012 · Princeton University Press
What Bond Managers Need to Know serves as a comprehensive guide for understanding market valuation and risk in fixed income investments. Authored by Darrell Duffie, this text is aimed at risk and portfolio managers seeking to enhance their expertise in interest rate dynamics and bond market operations.