Search engine for discovering works of Art, research articles, and books related to Art and Culture
Javascript must be enabled to continue!
Merton, Robert C.
View through CrossRef
Abstract
Robert C. Merton is John and Natty McArthur University Professor at Harvard Business School. He shared the Nobel Prize in Economic Sciences in 1997. He introduced Ito calculus to finance and economics and made significant contributions in asset pricing, corporate finance, empirical finance, and financial systems. His most notable works include the intertemporal capital asset pricing model, the Black–Scholes–Merton option pricing formula, the Merton jump‐diffusion model, and the Merton structural model for credit risk.
Title: Merton, Robert C.
Description:
Abstract
Robert C.
Merton is John and Natty McArthur University Professor at Harvard Business School.
He shared the Nobel Prize in Economic Sciences in 1997.
He introduced Ito calculus to finance and economics and made significant contributions in asset pricing, corporate finance, empirical finance, and financial systems.
His most notable works include the intertemporal capital asset pricing model, the Black–Scholes–Merton option pricing formula, the Merton jump‐diffusion model, and the Merton structural model for credit risk.
Related Results
Robert K. Merton
Robert K. Merton
Robert King Merton (b. 4 July 1910–d. 23 February 2003) was born to Yiddish-speaking Russian-Jewish parents in South Philadelphia, as Meyer Robert Schkolnick. Merton’s mother, Ida ...
If I Had Possession over Judgment Day: Augmenting Robert Johnson
If I Had Possession over Judgment Day: Augmenting Robert Johnson
augmentvb [ɔːgˈmɛnt]1. to make or become greater in number, amount, strength, etc.; increase2. Music: to increase (a major or perfect interval) by a semitone (Collins English Dicti...
Surprised by Similarity: C.S. Lewis and Thomas Merton on the Self
Surprised by Similarity: C.S. Lewis and Thomas Merton on the Self
Although they never corresponded, and they never met, the Anglican professor C.S. Lewis and the Trappist monk Thomas Merton nevertheless wrote in strikingly similar terms of the “t...
Fungsi Tari Gunungsari Kalibagoran di Masyarakat Desa Kalibagor, Kecamatan Kalibagor, Kabupaten Banyumas
Fungsi Tari Gunungsari Kalibagoran di Masyarakat Desa Kalibagor, Kecamatan Kalibagor, Kabupaten Banyumas
Tulisan ini mendeskripsikan fungsi tari Gunungsari Kalibagoran di masyarakat Desa Kalibagor, Kecamatan Kalibagor, Kabupaten Banyumas. Tari Gunungsari Kalibagoran adalah tari tradis...
Catching up with Robert Merton
Catching up with Robert Merton
Sociologists of science today take it for granted that science is a collective activity in a profound sense, and it was above all Robert Merton who established this at a time when ...
Karl Barth and Thomas Merton: Grace as Demand
Karl Barth and Thomas Merton: Grace as Demand
In the midst of the Church he opened his mouth; and the Lord filled him with the spirit of wisdom and understanding.From the Mass for Doctors of the ChurchOne should not make too m...
Robertas Mertonas ir šiuolaikinė sociologija
Robertas Mertonas ir šiuolaikinė sociologija
The purpose of the article is to introduce the reader with Robert Merton, whose text fragments are republished in this journal issue. Article discusses the significance of Robert M...
In Honor of the Nobel Laureates Robert C. Merton and Myron S. Scholes: A Partial Differential Equation That Changed the World
In Honor of the Nobel Laureates Robert C. Merton and Myron S. Scholes: A Partial Differential Equation That Changed the World
The Nobel Prize was given to Robert C. Merton and Myron S. Scholes for discovering a new method for determining the value of an option. This is known as the Black-Merton-Scholes op...