University of Houston U H Home Search
Sitemap | Bauer Home | UH Home | Search Sitemap Bauer Home UH Home Search
 
C. T. Bauer College of Business
Search

 

Stuart M. Turnbull has authored over fifty academic papers in the areas of financial economics, law and economics, and the general area of derivatives. He is currently an Associate Editor of the Journal of Mathematical Finance, International Journal of Theoretical and Applied Finance, and the Journal of Derivatives. He is one of the foremost derivative security pricing experts in the world.

He has published two books on derivatives. His book with Robert A. Jarrow, Derivative Securities, is a standard in the industry, providing a simple, unified approach to the world of derivative securities. Their paper, “Pricing Derivatives on Financial Securities Subject to Credit Risk,” is cited repeatedly in credit modeling research and is the second most viewed abstract on defaultrisk.com. The Jarrow-Turnbull reduced form pricing methodology is the standard framework used for pricing credit derivatives and for credit risk management.

Most recently as Senior Vice President, Fixed Income Research, Lehman Brothers, New York, Dr. Turnbull worked on counterparty risk modeling, pricing CDS tranches, forward default premiums, and risk modeling. Prior to joining Lehman Brothers, he was Vice President, Risk Management Division, Canadian Imperial Bank of Commerce, Toronto, Ontario, where he worked on developing the next generation of credit and market risk management models.

He was the Bank of Montreal Chair of Banking and Finance and Professor of Economics at Queen’s University and Professor of Economics at the University of Toronto.

CV

Research Papers

 
Courses

Graduate Classes (MBA)

Doctoral Seminars

 
Finance Department

 

Contact Information

Instructor:
Stuart Turnbull
Office Hours:
By Appointment
Email:
Phone:
713 743-4767
Office:
230G MH

 

UH Learning, Leading

University of Houston State of Texas Privacy and Policies Homeland Security Compact with Texans Reporting Copyright Infringement Contact U H Feedback Site Map Statewide Search U H System