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Measuring and managing risk in innovative financial instruments
Turnbull, Stuart M. - In: The journal of credit risk : published quarterly by … 5 (2009/10) 2, pp. 87-114
Persistent link: https://www.econbiz.de/10009932466
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The credit rating process and estimation of transition probabilities: A Bayesian approach
Stefanescu, Catalina; Tunaru, Radu; Turnbull, Stuart - In: Journal of empirical finance 16 (2009) 2, pp. 216-234
Persistent link: https://www.econbiz.de/10008172662
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WHEN SWAPS ARE DROPPED - What happens to swap rates when default risk is included?
Jarrow, Robert; Turnbull, Stuart - In: Risk : managing risk in the world's financial markets 10 (1997) 5, pp. 70-76
Persistent link: https://www.econbiz.de/10007069834
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Modeling the Loss Distribution
Chava, Sudheer; Stefanescu, Catalina; Turnbull, Stuart - In: Management science : journal of the Institute for … 57 (2011) 7, pp. 1267-1288
Persistent link: https://www.econbiz.de/10009177057
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The credit rating process and estimation of transition probabilities: A Bayesian approach
Stefanescu, Catalina; Tunaru, Radu; Turnbull, Stuart - In: Journal of empirical finance 16 (2009) 2, pp. 216-235
Persistent link: https://www.econbiz.de/10008896131
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Misspecification and the pricing and hedging of long-term foreign currency options
Melino, Angelo; Turnbull, Stuart M. - In: Journal of international money and finance 14 (1995) 3, pp. 373-394
Persistent link: https://www.econbiz.de/10006937608
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Pricing Loans Using Default Probabilities
Turnbull, Stuart M. - In: Economic notes : economic review of Banca Monte dei … 32 (2003) 2, pp. 197-218
Persistent link: https://www.econbiz.de/10006027114
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Bank and Business Performance Measurement
Turnbull, Stuart M. - In: Economic notes : economic review of Banca Monte dei … 31 (2002) 2, pp. 215-236
Persistent link: https://www.econbiz.de/10006034011
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PROCEEDINGS OF THE INTERNATIONAL CONFERENCE 'MANAGING CREDIT AND MARKET RISK. NEW TECHNIQUES FOR NEW SOURCES OF RISK' - Credit Risk: Constructing the Basic Building Blocks
Hughston, Lane P.; Turnbull, Stuart M. - In: Economic notes : economic review of Banca Monte dei … 30 (2001) 2, pp. 281-292
Persistent link: https://www.econbiz.de/10006038514
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Optimal Patenting and Licensing of Financial Innovations
Kumar, Praveen; Turnbull, Stuart M. - In: Management science : journal of the Institute for … 54 (2008) 12, pp. 2012-2023
Persistent link: https://www.econbiz.de/10008153916