Robert C. Merton
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- Listeners
- 14
- Total plays
- 22
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Key facts
- Born
- Robert Cox Merton , ( 1944-07-31 ) July 31, 1944 (age 81) , New York City, New York , U.S.
- Alma mater
- Columbia University , California Institute of Technology , Massachusetts Institute of Technology
- Known for
- Black–Scholes–Merton model , ICAPM , Merton's portfolio problem , Merton model , Fractional Finance , Long-Term Capital Management
- Father
- Robert K. Merton
- Awards
- Nobel Memorial Prize in Economic Sciences (1997)
- Fields
- Finance , economics
- Institutions
- Massachusetts Institute of Technology Harvard University
- Doctoral advisor
- Paul Samuelson
- Doctoral students
- Jonathan E. Ingersoll , Robert Jarrow
via Wikipedia infobox
Article
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 of Management. He is best known for his pioneering contributions to continuous-time finance, particularly the first continuous-time option pricing model, the Black–Scholes–Merton model.
In 1997, Merton and Myron Scholes were jointly awarded the Bank of Sweden Prize in Economic Sciences in Memory of Alfred Nobel for developing a method to determine the value of derivative securities.
Connections
Categories
1944 births21st-century American economistsAmerican financial economistsAmerican Nobel laureatesAmerican people of Russian-Jewish descentAnnual Reviews (publisher) editorsCalifornia Institute of Technology alumniColumbia School of Engineering and Applied Science alumniFellows of the American Academy of Arts and SciencesFellows of the Econometric SocietyHarvard University faculty