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Turnbull, Stuart M.'s
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
8,951 |
Total
Citations
50 |
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1.
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Turnbull, Stuart M.
University of Houston - C.T. Bauer College of Business Crouhy, Michel
Natixis Jarrow, Robert A.
Cornell University - Samuel Curtis Johnson Graduate School of Management
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25 Mar 08
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Last Revised:
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20 Jul 08
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8,100
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36
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Subprime mortgages, SIVs, monolines, transparency, valuation
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2.
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Turnbull, Stuart M.
University of Houston - C.T. Bauer College of Business Yang, Jun
Bank of Canada
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380
(36,343)
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1
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credit default swaps, default risk, structural models, jump
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3.
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Kumar, Praveen
University of Houston - Department of Finance Turnbull, Stuart M.
University of Houston - C.T. Bauer College of Business
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199
(75,230)
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6
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Business Methods, Financial Innovations, Patents, Licenses, Real Options
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4.
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Doshi, Hitesh
University of Houston Ericsson, Jan
McGill University Jacobs, Kris
University of Houston - C.T. Bauer College of Business Turnbull, Stuart M.
University of Houston - C.T. Bauer College of Business
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02 Jul 11
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Last Revised:
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16 Mar 12
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157
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3
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credit default swap, no-arbitrage, observable covariates, volatility, leverage, distance-to-default
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5.
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Chava, Sudheer
Georgia Institute of Technology - College of Management Stefanescu, Catalina
European School of Management and Technology Turnbull, Stuart M.
University of Houston - C.T. Bauer College of Business
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115
(122,210)
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4
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Default, Bankruptcy, Recovery Rate, Frailty, Unobservable Heterogeneity
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6.
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Kumar, Praveen
University of Houston - Department of Finance Turnbull, Stuart M.
University of Houston - C.T. Bauer College of Business
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Business Methods, Financial Innovations, Patents, Licenses, Real Options
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7.
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Turnbull, Stuart M.
University of Houston - C.T. Bauer College of Business
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upper and lower loss, P&L, counterparty risk, structural credit models, reduced-form credit models, mark-to-market exposure
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8.
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Turnbull, Stuart M.
University of Houston - C.T. Bauer College of Business
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9.
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Jarrow, Robert A.
Cornell University - Samuel Curtis Johnson Graduate School of Management Turnbull, Stuart M.
University of Houston - C.T. Bauer College of Business
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10.
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Turnbull, Stuart M.
University of Houston - C.T. Bauer College of Business
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11.
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Jarrow, Robert A.
Cornell University - Samuel Curtis Johnson Graduate School of Management Turnbull, Stuart M.
University of Houston - C.T. Bauer College of Business
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12.
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A Markov Model For The Term Structure of Credit Risk Spreads
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Show Abstracts |
Hide Abstracts |
Versions (2)
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hide multiple versions |
Export Bibliographic Info |
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Jarrow, Robert A.
Cornell University - Samuel Curtis Johnson Graduate School of Management Lando, David
Copenhagen Business School - Department of Finance Turnbull, Stuart M.
University of Houston - C.T. Bauer College of Business
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Posted:
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22 Sep 95
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Last Revised:
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30 Jan 98
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Jarrow, Robert A.
Cornell University - Samuel Curtis Johnson Graduate School of Management Lando, David
Copenhagen Business School - Department of Finance Turnbull, Stuart M.
University of Houston - C.T. Bauer College of Business
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Jarrow, Robert A.
Cornell University - Samuel Curtis Johnson Graduate School of Management Lando, David
Copenhagen Business School - Department of Finance Turnbull, Stuart M.
University of Houston - C.T. Bauer College of Business
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