Robert C. Merton
Also known as Robert Carhart Merton, Robert Cox Merton, Robert Merton
American economist (1944-)
Person · Open Library
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- 36
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- The financial system and economic performance
- A model of contract guarantees for credit-sensitive, opaque financial intermediaries
- Principles of Finance
- On the Mathematics and Economic Assumptions of Continuous-Time Models
- Theory of Rational Option Pricing
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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.
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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