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.

All labels observed (1)

Label Occurrences
Robert C. Merton canonical 8

How this entity was disambiguated

Statements (50)

Predicate Object
instanceOf Nobel laureate in Economic Sciences ⓘ
economist ⓘ
financial economist ⓘ
human ⓘ
academicDegree PhD in Economics ⓘ
awardReceived 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–Merton option pricing model ⓘ
coLaureate Myron S. Scholes ⓘ
linked to: Myron 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–Merton model ⓘ
Merton model ⓘ
placeOfBirth New York City ⓘ
positionHeld Professor of Economics ⓘ
Professor of Finance ⓘ
spouse June Rose Merton ⓘ

How these facts were elicited

Referenced by (8)

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 ⓘ
Long-Term Capital Management → hadPartner → Robert C. Merton ⓘ
subject linked to: John Meriwether
John Meriwether → associatedWith → Robert C. Merton ⓘ