Robert C. Merton
| Use attributes for filter ! | |
| Gender | Male |
|---|---|
| Age | 80 |
| Date of birth | July 31,1944 |
| Zodiac sign | Leo |
| Born | New York |
| United States | |
| Parents | Robert K. Merton |
| Fields | Finance |
| Economics | |
| Job | Professor |
| Scientist | |
| Economist | |
| Education | California Institute of Technology |
| Massachusetts Institute of Technology | |
| Official site | robertcmerton.com |
| Alma mater | Columbia University |
| Doctor advisor | Paul Samuelson |
| Grandparents | Aaron Schkolnickoff |
| Ida Rasovskaya | |
| Awards | Nobel Memorial Prize in Economic Sciences |
| Academic advisor | Paul Samuelson |
| Notable student | Robert A. Jarrow |
| Jonathan E. Ingersoll | |
| Date of Reg. | |
| Date of Upd. | |
| ID | 477864 |
Continuous- Time Finance
Theory of Rational Option Pricing
Finance
The Optimality of a Competitive Stock Market
Fallacy of the Log-Normal Approximation to Optimal Portfolio Decision-Making Over Many Periods
Dividend Behavior for the Aggregate Stock Market
On Market Timing and Investment Performance Part I: An Equilibrium Theory of Value for Market Forecasts
An Analytic Derivation of the Efficient Portfolio Frontier
Transparency, Risk Management and International Financial Fragility
On Market Timing and Investment Performance Part II: Statistical Procedures for Evaluating Forecasting Skills
Foundations and Trends: the Derivatives Sourcebook
On the Mathematics and Economic Assumptions of Continuous-Time Models
Worth the Risk: Innovation and the Future of Finance
Blackboard
Financial Economics
Continuous‑Time Finance
Theory of Rational Option Pricing
Finance
The Optimality of a Competitive Stock Market
Fallacy of the Log-Normal Approximation to Optimal Portfolio Decision-Making Over Many Periods
Dividend Behavior for the Aggregate Stock Market
On Market Timing and Investment Performance Part I: An Equilibrium Theory of Value for Market Forecasts
An Analytic Derivation of the Efficient Portfolio Frontier
Transparency, Risk Management and International Financial Fragility
On Market Timing and Investment Performance Part II: Statistical Procedures for Evaluating Forecasting Skills
Foundations and Trends: the Derivatives Sourcebook
On the Mathematics and Economic Assumptions of Continuous-Time Models
Worth the Risk: Innovation and the Future of Finance
Blackboard
Financial Economics
Continuous‑Time Finance
Robert C. Merton Life story
Robert Cox Merton is an American economist, Nobel Memorial Prize in Economic Sciences laureate, and professor at the MIT Sloan School of Management, known for his pioneering contributions to continuous-time finance, especially the first continuous-time option pricing model, the Black–Scholes–Merton model.
Robert C. Merton Photos
