Publications

to

The Global Financial System Project

1999 | Derivatives/Options | Book Chapter
Merton, Robert C., and Peter Tufano. “The Global Financial System Project.” In The Intellectual Venture Capitalist: John H. McArthur and the Work of the Harvard Business School, 1980-1995, edited by T. K. McCraw and J. L. Cruikshank. Boston: Harvard Business School Press, 1999.

Applications of Option-Pricing Theory: Twenty-Five Years Later

June 1998 | Derivatives/Options | Paper
Merton, Robert C. "Applications of Option-Pricing Theory: Twenty-Five Years Later." American Economic Review 88, no. 3 (June 1998): 323-349.

Applications of Option-Pricing Theory: Twenty-Five Years Later

June 1998 | Derivatives/Options | Book Chapter
Merton, Robert C. "Applications of Option-Pricing Theory: Twenty-Five Years Later" In Les Prix Nobel 1997. Stockholm: Nobel Foundation, 1997. (Reprinted in American Economic Review, June 1998.)

Foreword to Mathematics of Derivative Securities

1997 | Derivatives/Options | Book Chapter
Merton, Robert C. Foreword to Mathematics of Derivative Securities, edited by M. A.H. Dempster and S. Pliska. Cambridge University Press, 1997.

Foreword to Managing Derivative Risks

1996 | Derivatives/Options | Book Chapter
Merton, Robert C. Foreword to Managing Derivative Risks, edited by L. Chew. Chichester: John Wiley & Sons, 1996

The Informational Role of Asset Prices: The Case of Implied Volatility

1995 | Derivatives/Options | Book Chapter
Bodie, Zvi and Robert C. Merton. “The Informational Role of Asset Prices: The Case of Implied Volatility.” Chap. 6 in The Global Financial System: A Functional Perspective, edited by Dwight B. Crane, Kenneth A. Froot, Scott P. Mason, André Perold, Robert C. Merton, Zvi Bodie, Erik R. Sirri and Peter Tufano, 197-224. Boston: Harvard Business School Press, 1995.

Implicit Labor Contracts Viewed as Options: A Discussion of ‘Insurance Aspects of Pensions’

1985 | Derivatives/Options | Book Chapter
Merton, Robert C. "Implicit Labor Contracts Viewed as Options: A Discussion of 'Insurance Aspects of Pensions'." In Pensions, Labor, and Individual Choice, edited by D. A. Wise. Chicago: University of Chicago Press, 1985.