Properties (44)
| Predicate | Object |
|---|---|
| gptkbp:instanceOf |
Economist
Nobel Laureate |
| gptkbp:affiliation |
gptkb:MIT_Sloan_School_of_Management
gptkb:Harvard_University |
| gptkbp:almaMater |
gptkb:Columbia_University
gptkb:Massachusetts_Institute_of_Technology |
| gptkbp:author |
gptkb:Myron_Scholes
|
| gptkbp:awardedBy |
gptkb:Nobel_Prize_in_Economic_Sciences
gptkb:Graham_and_Dodd_Award gptkb:CFA_Institute's_James_R._Vertin_Award gptkb:John_von_Neumann_Theory_Prize gptkb:Financial_Times'_Lifetime_Achievement_Award Fellow_of_the_Institute_of_Mathematical_Statistics Fellow_of_the_American_Academy_of_Arts_and_Sciences Fellow_of_the_Econometric_Society Fellow_of_the_Society_for_Financial_Studies |
| gptkbp:born |
July 31, 1944
|
| gptkbp:children |
2
|
| gptkbp:contribution |
Market microstructure
Hedging strategies Continuous-time finance Dynamic asset allocation Risk-neutral pricing Valuation of contingent claims |
| gptkbp:field |
Finance
|
| https://www.w3.org/2000/01/rdf-schema#label |
Robert C. Merton
|
| gptkbp:influenced |
gptkb:Myron_Scholes
Risk assessment Investment strategies Finance theory |
| gptkbp:influencedBy |
gptkb:Paul_Samuelson
|
| gptkbp:knownFor |
Risk management
Black-Scholes model |
| gptkbp:nationality |
American
|
| gptkbp:occupation |
Professor
|
| gptkbp:publishes |
Option Pricing: A Simplified Approach
Financial_Theory_and_Corporate_Policy Continuous-Time_Finance The_Theory_of_Rational_Option_Pricing |
| gptkbp:researchInterest |
Corporate finance
Derivatives Financial engineering Portfolio theory |
| gptkbp:spouse |
Diane_Merton
|