Work

Business, Government and the International Economy, Robert C. Merton and Paul Samuelson

Keynote, European Finance Association, Barcelona

First Nash Distinguished Lecture in Quantitative Finance, Carnegie-Mellon University, Pittsburgh

Finance Theory and Future Trends: The Shift to Integration

On the Role of Social Security as a Means for Efficient Risk-Bearing in an Economy Where Human Capital is Not Tradeable

On Consumption-Indexed Public Pension Plans

Pension Benefit Guarantees in the United States: A Functional Analysis

Pension Reform and Privatization in International Perspective: The Case of Israel

Future Possibilities in Finance Theory and Finance Practice

The Global Financial System Project

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