Publications

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Options Should be Reflected in the Bottom Line

August 1, 2002 | Derivatives/Options | Paper
Bodie, Zvi, Robert S. Kaplan, and Robert C. Merton. “Options Should be Reflected in the Bottom Line.” The Wall Street Journal, August 1, 2002

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.