Robert Merton, Nobel per i derivati: modello valido, la crisi causata da chi ne ha abusato.
News & Interviews
Whodunnit?
Few are so well placed to delve into the mysteries of the markets as Robert C. Merton, writes Dan Tudball.
2009 Muh Award to Economist Robert Merton
Robert C. Merton received the 2009 Robert A. Muh Alumni Award. The award honors an MIT graduate for noteworthy achievements in the humanities, arts or social sciences.
Under the Hood: Retirement Engine Rebuilt
Right Now, Harvard Magazine, January-February 2009, 9-10
Scully The World Show 2008
Nobel Laureates, Interview
Don argues against annuity with refund
interview by Jeremy Au Yong, The Straits Times, January 11, 2008, Singapore.
The appliance of financial science
Robert Merton, Harvard economist and partner in the failed LTCM fund, tells Gillian Tett that managers must make more use of derivatives.
Robert Merton and Myron Scholes: Theory & Practice
The Nobel laureates chat about the importance of spending time both the ivory tower and the private sector — and the unintended consequences that can result.
A model prophet
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.
FIASI 2007 Hall of Fame Award
Fixed Income Analysts Society. 2007 Recipient of the FIASI Hall of Fame Award.
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
New Yorker on Founding of Wikipedia
An article published in the New Yorker discussing Jimmy Wales and the founding of Wikipedia, including Wale's first personally written entry on the life and work of Robert C. Merton.
CFOs : Don’t forget pension funds
interview by Joel Chernoff, Pensions and Investments, December 11, 2006