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Turnbull, Stuart M.


 SSRN Author Rank: 2,064 by Downloads
 Bauer Chaired Professor
 

University of Houston - C.T. Bauer College of Business


 Houston, TX 77204-6021
 United States
 email address

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. Turnbull, Stuart M.'s Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
9,292
Total
Citations
48
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.  
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
Posted:
25 Mar 08
Last Revised:
20 Jul 08
8,360
(254)
34

2.  
Default Dependence: The Equity Default Relationship | Show Abstract | Download |
EFA 2008 Athens Meetings Paper
Working Paper Series
Turnbull, Stuart M.
University of Houston - C.T. Bauer College of Business
Yang, Jun
Bank of Canada
Posted:
31 Jan 08
381
(41,154)
1

3.  
Kumar, Praveen
University of Houston - Department of Finance
Turnbull, Stuart M.
University of Houston - C.T. Bauer College of Business
Posted:
18 Jul 06
213
(79,206)
6

4.  
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
Posted:
02 Jul 11
Last Revised:
16 Mar 12
205
(82,302)
3

5.  
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
Posted:
20 Mar 06
133
(122,181)
4

6.  
Optimal Patenting and Licensing of Financial Innovations | Show Abstract |
Management Science, Forthcoming
Accepted Paper Series
Kumar, Praveen
University of Houston - Department of Finance
Turnbull, Stuart M.
University of Houston - C.T. Bauer College of Business
Posted:
22 Apr 08
 

7.  
The Pricing Implications of Counterparty Risk for Non-linear Credit Products | Show Abstract |
Journal of Credit Risk, Vol. 1, No. 4, Fall 2005
Accepted Paper Series
Turnbull, Stuart M.
University of Houston - C.T. Bauer College of Business
Posted:
10 May 06
 

8.  
Capital Allocation and Risk Performance Measurement in a Financial Institution | Show Abstract |
Financial Markets, Institutions and Instruments, Vol. 9, No. 5, December 2000
Accepted Paper Series
Turnbull, Stuart M.
University of Houston - C.T. Bauer College of Business
Posted:
15 Mar 01
 

9.  
Pricing Derivatives on Financial Securities Subject to Credit Risk | Show Abstract |
JOURNAL OF FINANCE, VOL. 50, NO. 1, MARCH 1995
Accepted Paper Series
Jarrow, Robert A.
Cornell University - Samuel Curtis Johnson Graduate School of Management
Turnbull, Stuart M.
University of Houston - C.T. Bauer College of Business
Posted:
10 May 00
 

10.  
Interest Rate Digital Options and Range Notes | Show Abstract |
THE JOURNAL OF DERIVATIVES, Fall 1995
Accepted Paper Series
Turnbull, Stuart M.
University of Houston - C.T. Bauer College of Business
Posted:
22 Aug 98
 

11.  
Jarrow, Robert A.
Cornell University - Samuel Curtis Johnson Graduate School of Management
Turnbull, Stuart M.
University of Houston - C.T. Bauer College of Business
Posted:
08 May 98
 

12.   Incl. Electronic Paper
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
Posted:
22 Sep 95
Last Revised:
30 Jan 98
 


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