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Interest rate digital options and range notes

Turnbull, Stuart M. - In: The journal of derivatives : the official publication … 3 (1995) 1, pp. 92-101

Persistent link: https://www.econbiz.de/10001219428

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/10001675997

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

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

Counterparty risk : a review

Turnbull, Stuart M. - In: Annual review of financial economics 6 (2014), pp. 241-258

Persistent link: https://www.econbiz.de/10010492516

Primary-firm-driven portfolio loss

Turnbull, Stuart M. - In: The journal of credit risk : published quarterly by … 13 (2017) 2, pp. 33-52

Persistent link: https://www.econbiz.de/10011777676

Capital allocation in decentralized businesses

Turnbull, Stuart M. - In: Journal of risk and financial management : JRFM 11 (2018) 4, pp. 1-11

This paper described a theory of capital allocation for decentralized businesses, taking into account the costs associated with risk capital. We derive an adjusted present value expression for making investment decisions, that incorporates the time varying profile of risk capital. We discuss the...

Persistent link: https://www.econbiz.de/10011960544

Estimating the impact of climate change on credit risk

Turnbull, Stuart M. - In: Journal of risk : JOR 26 (2023) 1, pp. 1-25

Persistent link: https://www.econbiz.de/10014487249

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

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