Robert Merton’s work on option valuation, credit risk, and pension fund investment shaped modern finance. Navroz Patel interviews the Nobel laureate and LTCM co-founder on his legacy.
News & Interviews
Filtered by: Interviewsx
Financial Risk, Now versus the Past
Bloomberg Television, Interview, November 2007, Bloomberg Television, Singapore
We have all learned
Interview, Institutional Money, 8/3/2007.
Power & Influence
interview by Michael Peltz, Institutional Investor, p. 91, May 1, 2007
Derivatives provide security
interview by Kris van Hammet, Het Financiale Dagblad, Spring 2007
CFOs : Don’t forget pension funds
interview by Joel Chernoff, Pensions and Investments, December 11, 2006
Harvard’s Financial Scientist
by Peter Carr, Bloomberg Markets, October 2006
‘Hedge funds’ are a safety valve
interview Madrid, Spain, October 2005
A Model Mind
CFA Magazine, July-August 2004, interview with Roger Mitchell
Too Young to Retire
interview by Rutger Vahl, DNB Magazine, a publication of the Dutch Central Bank, no 3/4 2002
Scholarly approach brings sweeping change
Ex-US senator, Nobel winner talk pensions in KansasColumbia University School of Engineering Award Profile: Robert C. Merton in Quantitative Finance, Vol 2 Issue 2