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Jarrow, Robert A.
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Mathematical finance : an international journal of mathematics, statistics and financial theory
5
Review of derivatives research
4
Economic notes : economic review of Banca Monte dei Paschi di Siena
3
Journal of banking & finance
3
The journal of finance : the journal of the American Finance Association
3
The journal of fixed income
3
Finance and stochastics
2
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2
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The review of financial studies
2
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1
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Journal of international money and finance
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Insights and Analysis of Current Events: The Subprime Credit Crisis of 2007
Crouhy, Michel G.
;
Jarrow, Robert A.
;
Turnbull, Stuart M.
- In:
The journal of derivatives : the official publication …
16
(
2008
)
1
,
pp. 81
Persistent link: https://www.econbiz.de/10008099502
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2
A Markov Model for the Term Structure of Credit Risk Spreads
Jarrow, Robert A.
;
Lando, David
;
Turnbull, Stuart M.
- In:
The review of financial studies
10
(
1997
)
2
,
pp. 481
Persistent link: https://www.econbiz.de/10007373111
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3
A Unified Approach for Pricing Contingent Claims on Multiple Term Structures
Jarrow, Robert A.
;
Turnbull, Stuart M.
- In:
Review of quantitative finance and accounting
10
(
1998
)
1
,
pp. 5-20
Persistent link: https://www.econbiz.de/10007194157
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4
Pricing Derivatives on Financial Securities Subject to Credit Risk
Jarrow, Robert A.
;
Turnbull, Stuart M.
- In:
The journal of finance : the journal of the American …
50
(
1995
)
1
,
pp. 53-86
Persistent link: https://www.econbiz.de/10006595096
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5
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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6
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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7
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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8
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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9
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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10
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
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