archive-edu.com » EDU » H » HBS.EDU

Total: 1666

Choose link from "Titles, links and description words view":

Or switch to "Titles and links view".
  • The Spread and Adoption of Option Pricing Models - Option Pricing in Theory & Practice: The Nobel Prize Research of Robert C. Merton - Exhibits - Historical Collections - Harvard Business School
    the 1998 Exhibit Introduction Prelude to the Option Pricing Model The Formula The Spread and Adoption of Option Pricing Models The Significance and Consequences of Financial Models Selected Bibliography Lenders to the Exhibit Additional Information About Robert C Merton The Nobel Foundation 1997 Nobel Prize in Economic Sciences Chicago Board of Options Exchange Exhibit Home The Spread and Adoption of Option Pricing Models Robert C Merton in the classroom ca 1972 Bradford F Herzog Photographer Robert Cox Merton Papers HBS Archives Baker Library Historical Collections News of an elegant and practical solution to the pricing of options and other derivatives spread quickly among receptive audiences The Black and Scholes working papers along with Merton s own handwritten notes and derivations of the formula were required reading for students in Merton s finance classes long before they were published An equally eager audience of financial advisors portfolio managers and securities traders awaited the option pricing model In the same year that Merton published his article on option pricing theory 1973 the Chicago Board Options Exchange opened and provided the perfect testing ground for the practical implementation of the Black Scholes model Within six months of the original publication of the Black

    Original URL path: http://www.library.hbs.edu/hc/exhibits/merton/about/spread.html (2016-02-18)
    Open archived version from archive


  • The Significance and Consequences of Financial Models - Option Pricing in Theory & Practice: The Nobel Prize Research of Robert C. Merton - Exhibits - Historical Collections - Harvard Business School
    Foundation 1997 Nobel Prize in Economic Sciences Chicago Board of Options Exchange Exhibit Home The Significance and Consequences of Financial Models Opening day of trading on the Chicago Board of Options Exchange April 26 1973 Courtesy of Chicago Board of Options Exchange Incorporated In addition to being awarded the Nobel Prize Robert Merton s contributions to financial economics have been celebrated frequently over the past quarter century in both the academic and finance communities He has received honorary degrees from several universities both in the United States and abroad as well as numerous accolades from institutions in the financial world Robert Merton s many honors include acknowledgments by the broader and more distant academic and scientific communities In addition to being a Fellow of the American Academy of Arts and Sciences he was elected as a member of the National Academy of Sciences in 1993 In May 1998 Robert Merton was appointed the first John and Natty McArthur University Professor First created by the President and Fellows in 1935 the University Professorships Harvard s most distinguished professorial post are intended for individuals of distinction working on the frontiers of knowledge and in such a way as to cross conventional boundaries

    Original URL path: http://www.library.hbs.edu/hc/exhibits/merton/about/significance.html (2016-02-18)
    Open archived version from archive

  • Bibliography - Option Pricing in Theory & Practice: The Nobel Prize Research of Robert C. Merton - Exhibits - Historical Collections - Harvard Business School
    the Distinctions Between Debt and Equity Disappearing Conference Series 33 edited by R W Kopeke and E S Rosengren Federal Reserve Bank of Boston 1990 Merton Robert C Continuous Time Finance revised edition Cambridge Mass Basil Blackwell 1992 Merton Robert C Continuous Time Portfolio Theory and the Pricing of Contingent Claims MIT Sloan School of Management Working Paper November 1976 Merton Robert C Continuous Time Speculative Processes appendix In Mathematical Topics in Economic Theory and Computation edited by Richard H Day and Stephen M Robinson Philadelphia Penn Society for Industrial and Applied Mathematics 1972 Reprinted in SIAM Review 15 no 1 January 1973 34 38 Merton Robert C Financial Economics In Paul Samuelson and Modern Economic Theory edited by E Cary Brown and Robert M Solow New York N Y McGraw Hill 1983 Merton Robert C Financial Innovation and Economic Performance Journal of Applied Corporate Finance 4 winter 1992 12 22 Merton Robert C Financial Innovation and the Management and Regulation of Financial Institutions Journal of Banking and Finance 19 nos 3 4 June 1995 461 481 Merton Robert C The Financial System and Economic Performance Journal of Financial Services Research 4 December 1990 Merton Robert C A Functional Perspective of Financial Intermediation Financial Management 24 summer 1995 Merton Robert C Generalized Mean Variance Tradeoffs for Best Perturbation Corrections to Approximate Portfolio Decisions Journal of Finance 29 March 1974 Merton Robert C The Impact on Option Pricing of Specification Error in the Underlying Stock Price Returns Journal of Finance 31 no 2 May 1976 333 350 Merton Robert C Implicit Labor Contracts Viewed as Options A Discussion of Insurance Aspects of Pensions In Pensions Labor and Individual Choice edited by David A Wise Chicago Ill Chicago University Press 1985 Merton Robert C In Honor of Nobel Laureate Franco Modigliani Economic Perspectives 1 Fall 1987 Merton Robert C Influence of Mathematical Models in Finance or Practice Past Present and Future Philosophical Transactions of the Royal Society of London Series A 347 June 1994 451 463 Reprinted in Mathematical Models in Finance edited by Sam Howison Frank P Kelly and Paul Wilmott London Chapman and Hall Royal Society 1995 and Financial Practice and Education 5 spring summer 1995 7 15 Merton Robert C An Intertemporal Capital Asset Pricing Model Econometrica 41 no 5 September 1973 867 887 Merton Robert C Lifetime Portfolio Selection Under Uncertainty The Continuous Time Case Review of Economics and Statistics 51 no 3 August 1969 247 257 Merton Robert C A Model of Contract Guarantees for Credit Sensitive Opaque Financial Intermediaries European Finance Review 1 no 1 1997 1 13 Merton Robert C Modelling the Institution interview by Lillian Chew Risk 7 April 1994 16 17 Merton Robert C On Consumption Indexed Public Pension Plans In Financial Aspects of the U S Pension System edited by Zvi Bodie and John B Shoven Chicago Ill University of Chicago Press 1983 Merton Robert C On Estimating the Expected Return on the Market An Exploratory Investigation Journal of Financial Economics 8 December 1980 Merton Robert C On Market Timing and Investment Performance Part I An Equilibrium Theory of Value for Market Forecasts In Journal of Business 54 July 1981 Merton Robert C On the Application of Continuous Time Theory of Fincance to Financial Intermediation and Insurance Twelfth Annual Lecture of the Geneva Association The Geneva Papers on Risk and Insurance July 14 1989 Merton Robert C On the Cost of Deposit Insurance When There Are Surveillance Costs Journal of Business 51 July 1978 Merton Robert C On the Current State of the Stock Market Rationality Hypothesis In Macroeconomics and Finance Essays in Honor of Franco Modigliani edited by Rudiger Dornbusch Stanley Fischer and John Bossons Cambridge Mass MIT Press 1987 Merton Robert C On the Mathematics and Economic Assumptions of Continuous Time Financial Models In Financial Economics Essays in Honor of Paul Cootner edited by William F Sharpe and Cathryn M Cootner Englewood Cliffs N J Prentice Hall 1982 Merton Robert C On the Microeconomic Theory of Investment Under Uncertainty In Handbook of Mathematical Economics vol 2 edited by Kenneth Arrow and Michael Intriligator Amsterdam North Holland 1982 Merton Robert C On the Pricing of Contingent Claims and the Modigliani Miller Theorem Journal of Financial Economics 5 no 3 November 1977 241 249 Merton Robert C On the Pricing of Corporate Debt The Risk Structure of Interest Rates Journal of Finance 29 no 2 May 1974 449 470 Merton Robert C On the Role of Social Security As a Means for Efficient Risk Bearing in an Economy Where Human Capital Is Not Tradeable In Financial Aspects of the U S Pension System edited by Zvi Bodie and John B Shoven Chicago Ill University of Chicago Press 1983 Merton Robert C On the Role of the Wiener Process in Finance Theory and Practice The Case of Replicating Portfolios In The Legacy of Norbert Wiener A Centennial Symposium PSPM Series vol 60 edited by David Jerison I M Singer and Daniel W Stroock Providence R I American Mathematical Society 1997 Merton Robert C Operation and Regulation in Financial Intermediation A Functional Perspective In Operation and Regulation of Financial Markets edited by Peter Englund Stockholm The Economic Council 1993 Merton Robert C Optimal Investment Strategies for University Endowment Funds In Studies of Supply and Demand in Higher Education edited by Charles Clotfelter and Michael Rothschild Chicago Ill University of Chicago Press 1993 Merton Robert C Optimum Consumption and Portfolio Rules in a Continuous Time Model Journal of Economic Theory 3 no 4 December 1971 373 413 Merton Robert C Option Pricing When Underlying Stock Returns are Discontinuous Journal of Financial Economics 3 nos 1 2 January February 1976 125 144 Merton Robert C A Reexamination of the Capital Asset Pricing Model In Risk and Return in Finance edited by James L Bicksler and Irwin Friend Cambridge Mass Ballinger 1977 Merton Robert C The Relationship Between Put and call Option Prices Comment Journal of Finance 28 March 1973 Merton Robert C A Simple Model of

    Original URL path: http://www.library.hbs.edu/hc/exhibits/merton/about/bibliography.html (2016-02-18)
    Open archived version from archive

  • Lenders to the Exhibit - Option Pricing in Theory & Practice: The Nobel Prize Research of Robert C. Merton - Exhibits - Historical Collections - Harvard Business School
    of Option Pricing Models The Significance and Consequences of Financial Models Selected Bibliography Lenders to the Exhibit Additional Information About Robert C Merton The Nobel Foundation 1997 Nobel Prize in Economic Sciences Chicago Board of Options Exchange Exhibit Home Lenders to the exhibition Cabot Science Library Harvard University Carliss Y Baldwin Chicago Board Options Exchange Incorporated Francis Loeb Library Graduate School of Design Harvard University HBS Communications Office Stanford University

    Original URL path: http://www.library.hbs.edu/hc/exhibits/merton/about/lenders.html (2016-02-18)
    Open archived version from archive

  • Financial Bubbles - Historical Returns
    past The purpose of this presentation is to encourage the exploration of these similarities as a catalyst to thought about choices and behavior in bubble cycles Financial Bubbles contains the following resources Movie A movie comparing the historical South Sea Bubble financial collapse to the modern high tech bubble Historical Gallery A gallery of images about the South Sea Bubble from the historical collections of Baker Library Further Reading A

    Original URL path: http://www.library.hbs.edu/hc/historicalreturns/fb/ (2016-02-18)
    Open archived version from archive

  • Board Analyst - Databases - Baker Library | Bloomberg Center
    Services for You Research Assistance Request Forms Library Policies More Companies Industries Private Equity Venture Capital Real Estate More Hours Directions and Maps Who Can Use Baker Contact Us More Home Databases Browse A Z Listing Board Analyst By Content Type By Subject Browse A Z Listing The Exchange Financial Databases Room E Resources Harvard Libraries RefWorks Use of any of these databases implies acceptance of our Copyright and Licensing

    Original URL path: http://www.library.hbs.edu/go/boardanalyst.html (2016-02-18)
    Open archived version from archive

  • Economatica - Databases - Baker Library | Bloomberg Center
    Request Forms Library Policies More Companies Industries Private Equity Venture Capital Real Estate More Hours Directions and Maps Who Can Use Baker Contact Us More Home Databases Browse A Z Listing Economatica By Content Type By Subject Browse A Z Listing The Exchange Financial Databases Room E Resources Harvard Libraries RefWorks Use of any of these databases implies acceptance of our Copyright and Licensing Restrictions Use of licensed databases for

    Original URL path: http://www.library.hbs.edu/go/economatica.html (2016-02-18)
    Open archived version from archive

  • Special Issues - Databases - Baker Library | Bloomberg Center
    Library Policies More Companies Industries Private Equity Venture Capital Real Estate More Hours Directions and Maps Who Can Use Baker Contact Us More Home Databases Browse A Z Listing Special Issues By Content Type By Subject Browse A Z Listing The Exchange Financial Databases Room E Resources Harvard Libraries RefWorks Use of any of these databases implies acceptance of our Copyright and Licensing Restrictions Use of licensed databases for Field

    Original URL path: http://www.library.hbs.edu/go/special_issues.html (2016-02-18)
    Open archived version from archive



  •