Fragmenting Markets: Post-Crisis Bank Regulations and Financial Market Liquidity, DeGruyter, 2022.

Technology and Finance, with Thierry Foucault, Laura Veldkamp, and Xavier Vives, CEPR Press, 2022.

"Digital Currencies: The US, China, And The World At A Crossroads," co-edited with Elizabeth Economy, Hoover Press, March, 2022.

Dark Markets: Asset Pricing and Information Transmission in Over-the-Counter Markets, Princeton University Press, 2012.

Measuring Corporate Default Risk, Oxford University Press, 2011 (book jacket available here).

The Squam Lake Report: Fixing the Financial System, Princeton University Press, 2010.

How Big Banks Fail: and What To Do About It, Princeton University Press, 2010.

Credit Risk, with Kenneth J. Singleton, Princeton University Press, 2003; (Table of Contents), (Corrections to Tables 10.2-10.4).

Dynamic Asset Pricing Theory (revisions), Third English Edition, Princeton University Press, 2001; French Translation, Modelès Dynamiques d' Evaluation, Paris: Presse Universitaire Française, 1993. Japanese edition: Sobunsha Publishing Company, 1998.

Futures Markets, Englewood Cliffs, New Jersey: Prentice-Hall, 1989. Japanese translation, Kinzai Publishing Company, 1994.

Security Markets: Stochastic Models, Boston: Academic Press, 1988.


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Graduate School of Business
Stanford University, Stanford, CA 94305-7298

Curriculum Vitae