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Stuart Turnbull
Stuart Turnbull
Professor, Bauer College
Zweryfikowany adres z uh.edu
Tytuł
Cytowane przez
Cytowane przez
Rok
Pricing derivatives on financial securities subject to credit risk
RA Jarrow, SM Turnbull
The journal of finance 50 (1), 53-85, 1995
31681995
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
24321997
Pricing foreign currency options with stochastic volatility
A Melino, SM Turnbull
Journal of econometrics 45 (1-2), 239-265, 1990
12151990
An economic analysis of limited liability in corporation law
P Halpern, M Trebilcock, S Turnbull
U. Toronto LJ 30, 117, 1980
6661980
A quick algorithm for pricing European average options
SM Turnbull, LM Wakeman
Journal of financial and quantitative analysis 26 (3), 377-389, 1991
6641991
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
5851977
Derivative securities
RA Jarrow, SM Turnbull
(No Title), 1996
5751996
The intersection of market and credit risk
RA Jarrow, SM Turnbull
Journal of Banking & Finance 24 (1-2), 271-299, 2000
5282000
The subprime credit crisis of 2007
MG Crouhy, RA Jarrow, SM Turnbull
The Journal of Derivatives 16 (1), 81-110, 2008
3432008
Pricing options on financial securities subject to default risk
R Jarrow, S Turnbull
Journal of finance 50 (1), 53-86, 1995
2551995
Valuation of credit default swaps
D O’Kane, S Turnbull
Lehman Brothers quantitative credit research quarterly 2003, Q1-Q2, 2003
2262003
Modeling the loss distribution
S Chava, C Stefanescu, S Turnbull
Management Science 57 (7), 1267-1287, 2011
1922011
Credit risk: Drawing the analogy
R Jarrow
Risk Magazine 5 (9), 1992
1881992
Debt capacity
SM Turnbull
The Journal of Finance 34 (4), 931-940, 1979
1521979
Swaps: a zero sum game?
SM Turnbull
Financial Management, 15-21, 1987
1371987
A simple approach to interest-rate option pricing
SM Turnbull, F Milne
The Review of Financial Studies 4 (1), 87-120, 1991
1321991
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
1082009
Market value and systematic risk
SM Turnbull
The Journal of Finance 32 (4), 1125-1142, 1977
1051977
The pricing of foreign currency options
A Melino, SM Turnbull
Canadian Journal of Economics, 251-281, 1991
1041991
Capital asset prices and the temporal resolution of uncertainty
LG Epstein, SM Turnbull
The journal of finance 35 (3), 627-643, 1980
971980
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