Work

Commentary: Finance Theory and Future Trends: The Shift to Integration

Applications of Option-Pricing Theory: Twenty-Five Years Later

Nobel Prize

Nobel Prize Press Conference Harvard Business School

A Model of Contract Guarantees for Credit-Sensitive, Opaque Financial Intermediaries

On the Role of the Wiener Process in Finance Theory and Practice: The Case of Replicating Portfolios

Foreword to Mathematics of Derivative Securities

Teacher’s Manual for Cases in Financial Engineering: Applied Studies of Financial Innovation.

Foreword to Managing Derivative Risks

Cases in Financial Engineering: Applied Studies of Financial Innovation

The Global Financial System: A Functional Perspective

The Informational Role of Asset Prices: The Case of Implied Volatility

Mark-to-Market Accounting for Banks and Thrifts: Lessons from the Danish Experience

Financial Infrastructure and Public Policy: A Functional Perspective

A Conceptual Framework for Analyzing the Financial Environment

Influence of Mathematical Models in Finance on Practice: Past, Present and Future

A Functional Perspective of Financial Intermediation

Financial Innovation and the Management and Regulation of Financial Institutions

Management of Risk Capital in Financial Firms

Theory of Risk Capital in Financial Firms