Publications

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A Model of Contract Guarantees for Credit-Sensitive, Opaque Financial Intermediaries

January 1997 | Miscellaneous | Paper
Merton, Robert C. "A Model of Contract Guarantees for Credit-Sensitive, Opaque Financial Intermediaries." European Finance Review 1, no. 1 (January 1997): 1-13

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

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.

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.

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

Influence of Mathematical Models in Finance on Practice: Past, Present and Future

Spring 1995 | Financial Engineering | Paper
Merton, Robert C. “Influence of Mathematical Models in Finance on Practice: Past, Present and Future.” Series A. Philosophical Transactions of the Royal Society of London 347 (June 1994): 451-463. (Reprinted in Financial Practice and Education, spring 1995.)