Narrow search
Showing 1 - 10 of 51
Cover Image
The intersection of market and credit risk
Jarrow, Robert A.; Turnbull, Stuart M. - In: Journal of banking & finance 24 (2000) 1/2, pp. 271-299
Persistent link: https://www.econbiz.de/10001432993
Cover Image
A Markov model for the term structure of credit risk spreads
Jarrow, Robert A.; Lando, David; Turnbull, Stuart M. - 1994
Persistent link: https://www.econbiz.de/10000904137
Cover Image
Credit risk
Jarrow, Robert A.; Turnbull, Stuart M. - 1995
Persistent link: https://www.econbiz.de/10000985913
Cover Image
A Markov model for the term structure of credit risk spreads
Jarrow, Robert A. - In: The review of financial studies 10 (1997) 2, pp. 481-523
Persistent link: https://www.econbiz.de/10001220567
Cover Image
The subprime credit crisis of 2007
Crouhy, Michel; Jarrow, Robert A.; Turnbull, Stuart M. - In: The journal of derivatives : the official publication … 16 (2008/09) 1, pp. 81-110
Persistent link: https://www.econbiz.de/10003771466
Cover Image
Capital allocation and risk performance measurement in a financial institution
Turnbull, Stuart M. - In: Financial markets, institutions & instruments 9 (2000) 5, pp. 325-357
Persistent link: https://www.econbiz.de/10001537792
Cover Image
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/10001603718
Cover Image
Pricing loans using default probabilities
Turnbull, Stuart M. - In: Economic notes : economic review of Banca Monte dei … 32 (2003) 2, pp. 197-217
Persistent link: https://www.econbiz.de/10001790785
Cover Image
Modelling the evolution of credit spreads in the United States
Turnbull, Stuart M.; Yang, Jun - 2004
Persistent link: https://www.econbiz.de/10002488788
Cover Image
Unresolved issues in modeling credit-risky assets
Turnbull, Stuart M. - In: The journal of fixed income 15 (2005) 1, pp. 68-87
Persistent link: https://www.econbiz.de/10003018899