We are grateful for useful discussions with and comments from members of the Market Participants Group on Reference Rate Reform (MPG), as well as Ana Babus, Bruno Biais, David Bowman, Gregory Connor, Willie Fuchs, Will Gornall, Brett Green, Terry Hendershott, Gustavo Manso, Jose Moraga-Gonzalez, Konstantin Milbradt, Paul Milgrom, Marzena Rostek, Ali Shourideh, Andy Skrzypacz, Chester Spatt, Jeremy Stein, Gabor Virag, and Xavier Vives. Helpful comments were offered by seminar and conference participants at Stanford University, Princeton University, U.C. Berkeley, Harvard University, MIT, Finance Theory Group, SFS Cavalcade, European Central Bank, Paul Woolley Centre Annual Conference, Barcelona GSE Summer Forum, Western Finance Association annual meeting, Bonn Workshop on Information Aggregation, Society for Economic Dynamics meeting, NBER Summer Institute Asset Pricing meeting, Econometric Society World Congress, Philadelphia Fed Search and Matching Conference, the 11th Central Bank Workshop on Microstructure of Financial Markets, Conference on Monetary Policy Implementation and Transmission in the Post-Crisis Period, and American Finance Association annual meeting. The views expressed herein are those of the authors and do not necessarily reflect the views of the National Bureau of Economic Research.
Darrell Duffie
Current Editorial Board Service
Econometrica, 1990 to present.
Review of Finance, 1995 to present.
Journal of Computational Finance, 1997 to present.
Advances in Mathematical Economics, 1998 to present.
Journal of Financial Economics, 2001 to present.
Mathematics and Financial Economics, 2007 to present.
AEJ: Microeconomics, 2007 to present.
International Journal of Central Banking, 2009 to present.
Stochastic Systems, 2009 to present.
Review of Asset Pricing Studies, 2010 to present.
Other Current Professional Positions
American Academy of Arts and Sciences, Fellow.
Econometric Society, Fellow and Member of Council.
National Bureau of Economic Research, Research Associate.
NCCR FinRisk, International Scientific Council, Switzerland.
American Finance Association, Board of Directors.
Chicago Mercantile Exchange-Mathematical Sciences Research Institute, Prize Committee.
Federal Reserve Bank of New York, Financial Advisory Roundtable.
Financial Economists Roundtable.
Pacific Institute of Mathematical Sciences, Board of Directors.
Working Group on Global Markets, Stanford University.
Squam Lake Group, Member.
Stanford Institute of Economic Policy Research (SIEPR), Senior Fellow.
Society of Financial Econometrics (SoFiE), Council.
Hausdorff Research Institute for Mathematics, University of Bonn, Stochastic Dynamics in Economics and Finance, Advisory Board.
Swiss Finance Institute, Scientific Council.
Current Business Activities
Lehman Estate (New York), Consulting and Expert Witness.
Matterhorn Investment Management (hedge fund), Consultation.
Kepos Capital (hedge fund), Academic Advisory Board.
Cantor Fitzgerald (interdealer brokerage), Expert Witness.
Moody's Corporation, Board of Directors.
