Publications

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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.

A Conceptual Framework for Analyzing the Financial Environment

1995 | Financial Engineering | Book Chapter
Merton, Robert C. and Zvi Bodie. “A Conceptual Framework for Analyzing the Financial Environment.” Chap. 1 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, 3-31. Boston: Harvard Business School Press, 1995.

The Global Financial System: A Functional Perspective

1995 | Financial Engineering | Book
Crane, D. B., K. A. Froot, Scott P. Mason, André Perold, R. C. Merton, Z. Bodie, E. R. Sirri, and P. Tufano. The Global Financial System: A Functional Perspective. Boston: Harvard Business School Press, 1995.

Cases in Financial Engineering: Applied Studies of Financial Innovation

1995 | Financial Engineering | Book
Mason, Scott P., Robert C. Merton, André Perold, and Peter Tufano. Cases in Financial Engineering: Applied Studies of Financial Innovation. Englewood Cliffs: Prentice Hall, 1995.

Financial Innovation and Economic Performance

Winter 1992 | Financial Engineering | Paper
Merton, Robert C. "Financial Innovation and Economic Performance." Journal of Applied Corporate Finance 4, no. 4 (winter 1992): 12-22.

On the Management of Financial Guarantees

Winter 1992 | Financial Engineering | Paper
Merton, Robert C., and Z. Bodie. “On the Management of Financial Guarantees.” Financial Management 21 (winter 1992): 87-109