Publications

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Future Possibilities in Finance Theory and Finance Practice

2002 | Financial Engineering | Book Chapter
Merton, Robert C. “Future Possibilities in Finance Theory and Finance Practice.” In Mathematical Finance - Bachelier Congress 2000, edited by H. Geman, D. Madan, S. Pliska and T. Vorst. Berlin: Springer-Verlag, 2002.

Future Possibilities in Finance Theory and Finance Practice

2000 | Financial Engineering | Paper
Merton, Robert C. "Future Possibilities in Finance Theory and Finance Practice" Harvard Business School Working Paper, No. 01-030, 2000.

Commentary: Finance Theory and Future Trends: The Shift to Integration

July 1999 | Financial Engineering | Paper
Merton, Robert C. “Commentary: Finance Theory and Future Trends: The Shift to Integration.” Risk (July 1999): 48-50.

On the Role of the Wiener Process in Finance Theory and Practice: The Case of Replicating Portfolios

1997 | Financial Engineering | Book Chapter
Merton, Robert C. “On the Role of the Wiener Process in Finance Theory and Practice: The Case of Replicating Portfolios.” In The Legacy of Norbert Wiener: A Centennial Symposium. Vol. 60, edited by D. Jerison, I. M. Singer and D. W. Stroock. PSPM Series. Providence, R.I.: American Mathematical Society, 1997.

Teacher’s Manual for Cases in Financial Engineering: Applied Studies of Financial Innovation.

1996 | Financial Engineering | Book
Mason, Scott P., Robert C. Merton, André F. Perold, and Peter Tufano. Prentice Hall.

Financial Innovation and the Management and Regulation of Financial Institutions

July 1995 | Financial Engineering | Paper
Merton, Robert C. "Financial Innovation and the Management and Regulation of Financial Institutions" Journal of Banking and Finance 19 (July 1995): 461-481.

A Functional Perspective of Financial Intermediation

Summer 1995 | Financial Engineering | Paper
Merton, Robert C. “A Functional Perspective of Financial Intermediation.” Financial Management 24 (Summer 1995): 23-41