Stuart Turnbull
Stuart Turnbull
Professor, Bauer College
Verified email at uh.edu
Title
Cited by
Cited by
Year
Pricing derivatives on financial securities subject to credit risk
RA Jarrow, SM Turnbull
The journal of finance 50 (1), 53-85, 1995
29371995
A Markov model for the term structure of credit risk spreads
RA Jarrow, D Lando, SM Turnbull
The review of financial studies 10 (2), 481-523, 1997
22811997
Pricing foreign currency options with stochastic volatility
A Melino, SM Turnbull
Journal of econometrics 45 (1-2), 239-265, 1990
11051990
A quick algorithm for pricing European average options
SM Turnbull, LM Wakeman
Journal of financial and quantitative analysis 26 (3), 377-389, 1991
6231991
An economic analysis of limited liability in corporation law
P Halpern, M Trebilcock, S Turnbull
The University of Toronto Law Journal 30 (2), 117-150, 1980
5991980
Capital budgeting and the capital asset pricing model: Good news and bad news
SC Myers, SM Turnbull
The Journal of Finance 32 (2), 321-333, 1977
5501977
Derivative securities
RA Jarrow, SML Turnbull
South-Western Pub, 2000
5372000
The intersection of market and credit risk
RA Jarrow, SM Turnbull
Journal of Banking & Finance 24 (1-2), 271-299, 2000
4772000
The subprime credit crisis of 2007
MG Crouhy, RA Jarrow, SM Turnbull
The Journal of Derivatives 16 (1), 81-110, 2008
3112008
Pricing options on financial securities subject to default risk
R Jarrow, S Turnbull
Journal of finance 50 (1), 53-86, 1995
2591995
Valuation of credit default swaps
D O’Kane, S Turnbull
Lehman Brothers quantitative credit research quarterly 2003, Q1-Q2, 2003
2022003
Credit risk: Drawing the analogy
R Jarrow
Risk Magazine 5 (9), 1992
1731992
Modeling the loss distribution
S Chava, C Stefanescu, S Turnbull
Management Science 57 (7), 1267-1287, 2011
1572011
Debt capacity
SM Turnbull
The Journal of Finance 34 (4), 931-940, 1979
1381979
A simple approach to interest-rate option pricing
SM Turnbull, F Milne
The Review of Financial Studies 4 (1), 87-120, 1991
1271991
Swaps: A zero sum game?
SM Turnbull
Financial Management, 15-21, 1987
1271987
Market value and systematic risk
SM Turnbull
The Journal of Finance 32 (4), 1125-1142, 1977
1021977
The pricing of foreign currency options
A Melino, SM Turnbull
Canadian Journal of Economics, 251-281, 1991
981991
The credit rating process and estimation of transition probabilities: A Bayesian approach
C Stefanescu, R Tunaru, S Turnbull
Journal of Empirical Finance 16 (2), 216-234, 2009
972009
Capital asset prices and the temporal resolution of uncertainty
LG Epstein, SM Turnbull
The journal of finance 35 (3), 627-643, 1980
931980
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Articles 1–20