Stuart Turnbull

Q: What Schools Are Affiliated With Stuart Turnbull

Stuart Turnbull is affiliated with the following schools: Imperial College London, University of British Columbia, University of Houston, Stanford University, University of Chicago, University of Toronto

Stuart Turnbull's AcademicInfluence.com Rankings

Stuart Turnbull

Economics

#4005

World Rank

#4530

Historical Rank

economics Degrees

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Economics

Why Is Stuart Turnbull Influential?

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According to Wikipedia, Stuart M. Turnbull is professor emeritus, the Bauer College of Business at the University of Houston. Stuart has authored over sixty academic papers in the areas of financial economics, law and economics, and the general area of derivatives. He is currently an associate editor Journal of Credit Risk and the International Journal of Theoretical and Applied Finance. He was the editor of the Journal of Credit Risk and an associate editor of the Journal of Derivatives, Journal of Finance and Mathematical Finance.

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Stuart Turnbull's Published Works

Number of citations in a given year to any of this author's works

Total number of citations to an author for the works they published in a given year. This highlights publication of the most important work(s) by the author

Published Works

Pricing Derivatives on Financial Securities Subject to Credit Risk (1995) (2124)
A Markov Model for the Term Structure of Credit Risk Spreads (1997) (1576)
Pricing foreign currency options with stochastic volatility (1990) (826)
A Quick Algorithm for Pricing European Average Options (1991) (474)
The intersection of market and credit risk (2000) (327)
CAPITAL BUDGETING AND THE CAPITAL ASSET PRICING MODEL: GOOD NEWS AND BAD NEWS (1977) (319)
The Subprime Credit Crisis of 07 (2008) (194)
An Economic Analysis of Limited Liability in Corporation Law (1980) (158)
Modeling the Loss Distribution (2011) (145)
A Simple Approach to Interest-Rate Option Pricing (1991) (98)
The credit rating process and estimation of transition probabilities: A Bayesian approach (2009) (81)
Swaps: A Zero Sum Game? (1987) (80)
The pricing of foreign currency options (1991) (76)
On Pricing Credit Default Swaps with Observable Covariates (2011) (65)
Capital Asset Prices and the Temporal Resolution of Uncertainty (1980) (64)
Misspecification and the pricing and hedging of long-term foreign currency options (1995) (61)
The Subprime Credit Crisis of 2007 (2008) (61)
MARKET VALUE AND SYSTEMATIC RISK (1977) (55)
Delta, gamma and bucket hedging of interest rate derivatives (1994) (46)
Measuring risk-adjusted performance (1999) (45)
Additional Aspects of Rational Insurance Purchasing (1983) (45)
Legal fees contracts and alternative cost rules: An economic analysis (1983) (39)
Empirical Tests of Boundary Conditions for Toronto Stock Exchange Options (1985) (30)
Pricing and hedging capped options (1989) (29)
An Integrated Approach to the Hedging and Pricing of Eurodollar Derivatives (1996) (25)
Interest Rate Digital Options and Range Notes (1995) (24)
Optimal Patenting and Licensing of Financial Innovations (2008) (21)
Modeling Expected Loss (2006) (20)
Credit Risk: Constructing the Basic Building Blocks (2001) (18)
A Unified Approach for Pricing Contingent Claims on Multiple Term Structures (1998) (18)
Capital Allocation and Risk Performance Measurement in a Financial Institution (2000) (17)
Modeling Expected Loss with Unobservable Heterogeneity (2006) (16)
The Pricing Implications of Counterparty Risk for Non-linear Credit Products (2005) (14)
Unresolved Issues in Modeling Credit-Risky Assets (2005) (14)
Pricing Loans Using Default Probabilities (2003) (13)
The intersection of market and credit risk q (2000) (8)
Pricing Structured Products with Economic Covariates (2019) (7)
Bank and Business Performance Measurement (2002) (7)
Measuring and managing risk in innovative financial instruments (2009) (6)
MARKET IMPERFECTIONS AND THE CAPITAL ASSET PRICING MODEL (1977) (6)
Patenting and Licensing of Financial Innovations (2006) (6)
Quick Solutions for Arithmetic Average Options on a Recombining Random Walk ’ (2002) (5)
Capital Allocation in Decentralized Businesses (2018) (4)
Modelling the Evolution of Credit Spreads in the United States (2004) (4)
Counterparty Risk: A Review (2014) (4)
Measurement of the Real Rate of Interest and Related Problems in a World of Uncertainty (1981) (4)
Credit Derivatives Made Simple (2000) (4)
Risk‐Adjusted Return on Capital (RAROC) (2010) (3)
DISCOUNTING THE COMPONENTS OF AN INCOME STREAM: COMMENT (1977) (2)
Default Dependence: The Equity Default Relationship (2008) (2)
A framework to analyze the financial effects of climate change (2020) (2)
The Doctrine of Corporate Opportunity: An Economic Analysis (1988) (2)
Debt Capacity: Erratum (1981) (1)
Mortgage Rate Insurance and the Canadian Mortgage Market: Some Further Reflections (1985) (1)
Dynamic jump intensities and news arrival in oil futures markets (2020) (1)
An Alternative Test of the Capital Asset Pricing Model: Comment (1982) (1)
Applications of Markov Chains and Martingale Theory to Bond Pricing (2009) (0)
Reply to Marthinsen (1989) (0)
Primary-Firm-Driven Portfolio Loss (2017) (0)
Dynamic jump intensities and news arrival in oil futures markets (2020) (0)
Unresolved Issues in Modeling Credit Risky Assets May 30 , 2005 (2005) (0)
The capital asset pricing model and the probability of bankruptcy: theory and empirical tests. (1974) (0)

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Other Resources About Stuart Turnbull

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What Schools Are Affiliated With Stuart Turnbull?

Stuart Turnbull is affiliated with the following schools: