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Breeden Douglas T.

Обновлено: 09-12-2010
Дата рождения 29 сентября 1950 г.
Образование PhD: Finance [Stanford University, 1978]
Место работы Duke University (Duke University) / Fuqua School of Business, Dean & William W. Priest Professor of Finance

Публикации:
Complexities of Hedging Mortgages, Journal of Fixed Income, December, 1994, pp. 6-41. (lead article).

Pricing Bank Assets and Liabilities: A Path-Dependent Approach, (with James H. Gilkeson), Journal of Banking and Finance, June 1997

Convexity and Empirical Option Costs of Mortgage Securities, Journal of Fixed Income, March, 1997, pp. 64-87. Reprinted in Interest Rate Risk Measurement and Management, pp. 343-376, Sanjay K. Nawalkha and Donald R. Chambers (ed.), Institutional Investor, Inc., 1999.

Публикации на портале:
Статьи
Домашняя страница http://www.fuqua.duke.edu/faculty/alpha/breeden.htm
E-mail Doug.Breeden@duke.edu
Телефон (919) 660-7725
Адрес Duke University
The Fuqua School of Business
One Towerview Drive, Box 90120
Durham, NC 27708-0120