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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
32061995
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
24441997
Pricing foreign currency options with stochastic volatility
A Melino, SM Turnbull
Journal of econometrics 45 (1-2), 239-265, 1990
12051990
An economic analysis of limited liability in corporation law
P Halpern, M Trebilcock, S Turnbull
U. Toronto LJ 30, 117, 1980
6791980
A quick algorithm for pricing European average options
SM Turnbull, LM Wakeman
Journal of financial and quantitative analysis 26 (3), 377-389, 1991
6631991
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
6071977
Derivative securities
RA Jarrow, SM Turnbull
(No Title), 1996
5831996
The intersection of market and credit risk
RA Jarrow, SM Turnbull
Journal of Banking & Finance 24 (1-2), 271-299, 2000
5292000
The subprime credit crisis of 2007
MG Crouhy, RA Jarrow, SM Turnbull
The Journal of Derivatives 16 (1), 81-110, 2008
3422008
Pricing options on financial securities subject to default risk
R Jarrow, S Turnbull
Journal of finance 50 (1), 53-86, 1995
2611995
Valuation of credit default swaps
D O’Kane, S Turnbull
Lehman Brothers quantitative credit research quarterly 2003, Q1-Q2, 2003
2272003
Modeling the loss distribution
S Chava, C Stefanescu, S Turnbull
Management Science 57 (7), 1267-1287, 2011
1952011
Credit risk: Drawing the analogy
R Jarrow
Risk Magazine 5 (9), 1992
1901992
Debt capacity
SM Turnbull
The Journal of Finance 34 (4), 931-940, 1979
1581979
Swaps: a zero sum game?
SM Turnbull
Financial Management, 15-21, 1987
1411987
A simple approach to interest-rate option pricing
SM Turnbull, F Milne
The Review of Financial Studies 4 (1), 87-120, 1991
1311991
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
1102009
Market value and systematic risk
SM Turnbull
The Journal of Finance 32 (4), 1125-1142, 1977
1061977
The pricing of foreign currency options
A Melino, SM Turnbull
Canadian Journal of Economics, 251-281, 1991
1031991
Capital asset prices and the temporal resolution of uncertainty
LG Epstein, SM Turnbull
The journal of finance 35 (3), 627-643, 1980
991980
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