Robert Cox Merton (born July 31, 1944) is an American economist, Nobel Memorial Prize in Economic Sciences laureate, and professor at the MIT Sloan School...
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Robert King Merton (born Meyer Robert Schkolnick; July 4, 1910 – February 23, 2003) was an American sociologist who is considered a founding father of...
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Robert Merton may refer to: Robert K. Merton (1910–2003), American sociologist Robert C. Merton (born 1944), American economist, Nobel Laureate, MIT professor...
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Black–Scholes model (redirect from Black-scholes-merton)
model are named after economists Fischer Black and Myron Scholes. Robert C. Merton, who first wrote an academic paper on the subject, is sometimes also...
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The Merton model, developed by Robert C. Merton in 1974, is a widely used "structural" credit risk model. Analysts and investors utilize the Merton model...
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Myron Scholes (category People appearing on C-SPAN)
PhD at the University of Chicago. In 1997, Scholes – together with Robert C. Merton – was awarded the Nobel Memorial Prize in Economic Sciences for a method...
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Brothers. Members of LTCM's board of directors included Myron Scholes and Robert C. Merton, who three years later in 1997 shared the Nobel Prize in Economics...
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Robert Merton Solow, GCIH (/ˈsoʊloʊ/; August 23, 1924 – December 21, 2023) was an American economist who received the 1987 Nobel Memorial Prize in Economic...
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maximize expected utility. The problem was formulated and solved by Robert C. Merton in 1969 both for finite lifetimes and for the infinite case. Research...
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2013-05-12. "Curriculum Vitae". www.robertcmerton.com. Robert C Merton. Retrieved 2021-01-20. "Robert Merton". Becker Friedman Institute. "Next Generation Retirement...
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Merton Howard Miller (May 16, 1923 – June 3, 2000) was an American economist, and the co-author of the Modigliani–Miller theorem (1958), which proposed...
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collaborator Myron Scholes and former colleague Robert C. Merton for the Black-Scholes model and Merton's application of the model to a continuous-time...
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This approach originates with Robert C. Merton, decomposing the value of a corporate into a set of options in his "Merton model" of credit risk. In financial...
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Robert C. Merton (born 1944), American Nobel Prize–winning economist Robert K. Merton (1910–2003), American sociologist, father of Robert C. Merton Thomas...
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Ross: 145–166 proposed that prices actually follow a 'jump process'. Robert C. Merton extended this approach to a hybrid model known as jump diffusion, which...
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factor of 6.988. The journal was founded by Michael C. Jensen, Eugene Fama, and Robert C. Merton in 1974. The following persons are or have been editors-in-chief...
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the intertemporal capital asset pricing model, or ICAPM, created by Robert C. Merton, is an alternative to the Capital Asset Pricing Model (CAPM). It is...
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finance from the MIT Sloan School of Management under Robert C. Merton. Oldfield, George S.; Jarrow, Robert A. (1988) "Forward Options and Futures Options"...
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Brownian motion models for financial markets are based on the work of Robert C. Merton and Paul A. Samuelson, as extensions to the one-period market models...
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LTCM when it was founded. Financial theorists Myron S. Scholes and Robert C. Merton also joined the new firm, and would win Nobel Prizes while at the firm...
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Lawrence Klein, Robert C. Merton, Robert Mundell, Joseph Stiglitz, George Akerlof, Robert J. Aumann, Paul Krugman, Peter A. Diamond, Robert J. Shiller, Jean...
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2009. Leading financial economists, including Nobel Prize laureate Robert C. Merton of the MIT Sloan School of Management and Otmar Issing, President of...
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contracts. Following early work by Louis Bachelier and later work by Robert C. Merton, Fischer Black and Myron Scholes made a major breakthrough by deriving...
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Genealogy Project IDEAS/RePEc "Nash Equilibrium" 2002 Slate article by Robert Wright, about Nash's work and world government NSA releases Nash Encryption...
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Jody Williams Robert C. Merton; Myron Scholes 1998 Robert B. Laughlin; Horst Ludwig Störmer; Daniel C. Tsui Walter Kohn; John Pople Robert F. Furchgott;...
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paper on that subject, timed so as to coincide with a related paper by Robert C. Merton, would revolutionize financial economics three years later. Even their...
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Nobel Prize (2007) Robert C. Merton, Nobel Memorial Prize in Economic Sciences (1997) Paul Robert Milgrom, Nobel Prize (2021) Merton Miller, Nobel Prize...
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along with the models of Robert C. Merton, Oldrich Vasicek, John C. Cox, Stephen A. Ross, Darrell Duffie, John Hull, Robert A. Jarrow, and Emanuel Derman...
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process. In finance, jump-diffusion models were first introduced by Robert C. Merton. Such models have a range of financial applications from option pricing...
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Robert Mundell (Ph.D., 1956), 1999 Amartya Sen, 1998 Robert C. Merton (Ph.D, 1970), 1997 Robert Solow, 1987 Franco Modigliani, 1985 Lawrence Klein (Ph...
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