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.
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.
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.