Robert C. Merton

E284678

Robert C. Merton is an American economist and Nobel laureate renowned for his pioneering work in financial economics and the mathematical modeling of derivatives.

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Robert C. Merton canonical 5

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Statements (50)

Predicate Object
instanceOf Nobel laureate in Economic Sciences
economist
financial economist
human
academicDegree PhD in Economics
awardReceived Nobel Memorial Prize in Economic Sciences
surface form: Alfred Nobel Memorial Prize in Economic Sciences

John Bates Clark Medal
National Medal of Science
Nobel Memorial Prize in Economic Sciences
birthName Robert Cox Merton
citizenship American
coDeveloperOf Black–Scholes model
surface form: Black–Scholes–Merton option pricing model
coLaureate Myron Scholes
surface form: Myron S. Scholes
countryOfCitizenship United States of America
dateOfBirth 1944-07-31
educatedAt California Institute of Technology
Columbia University
Massachusetts Institute of Technology
employer Harvard Business School
Harvard University
MIT Sloan School of Management
Massachusetts Institute of Technology
familyName Merton
father Robert K. Merton
fieldOfWork economics
finance
financial economics
mathematical finance
givenName Robert
hasRelative Robert K. Merton
influencedBy Paul Samuelson
Robert K. Merton
knownFor continuous-time finance
mathematical modeling of derivatives
option pricing theory
memberOf American Academy of Arts and Sciences
National Academy of Sciences
NobelPrizeField Economic Sciences
NobelPrizeFor a new method to determine the value of derivatives
NobelPrizeYear 1997
notableIdea Merton’s jump-diffusion model
Merton’s model of credit risk
Merton’s portfolio problem
intertemporal capital asset pricing model
notableWork Black–Scholes model
surface form: Black–Scholes–Merton model

Merton model
placeOfBirth New York City
positionHeld Professor of Economics
Professor of Finance
spouse June Rose Merton

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Referenced by (5)

Full triples — surface form annotated when it differs from this entity's canonical label.

Black–Scholes model developedBy Robert C. Merton
Robert K. Merton child Robert C. Merton
Robert K. Merton influenced Robert C. Merton
Fischer Black coAuthorWith Robert C. Merton
Myron Scholes coAuthorWith Robert C. Merton