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.
Publications
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
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.)
A Conceptual Framework for Analyzing the Financial Environment
1995 | Financial Engineering | Paper
Merton, Robert C., and Zvi Bodie. “A Conceptual Framework for Analyzing the Financial Environment.” Harvard Business School Working Paper, No. 95-062, 1995.