Interview Details

Title & Link

An Interview with Nobel Laureate Robert C. Merton | Semantic Scholar

Publish Date

February 1, 2018

Interviewees

Robert C. Merton

Interviewers

Publisher

Financial Analysts Journal

Topics

collaboration with Paul Samuelson

Contribution to development of the option-pricing formula

development of continuous-time theory of optimal lifetime consumption and portfolio choice

student days at Columbia University, Caltech, and MIT

People Mentioned

Louis Bachelier

Myron S. Scholes

Works Mentioned

A complete model of warrant pricing that maximizes utility

Analytical optimal control theory as applied to stochastic and non-stochastic economics

Lifetime Portfolio Selection By Dynamic Stochastic Programming

Lifetime Portfolio Selection under Uncertainty: The Continuous-Time Case

Rational Theory of Warrant Pricing

The Pricing of Options And Corporate Liabilities

The Role of Securities in the Optimal Allocation of Risk-bearing

Theory of Rational Option Pricing

Places Mentioned

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