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robert merton
’Wall Street’s next top model
No it’s not Tyra Banks. Sorry.
According to a technical paper published on Risk.net by Alex Langnau, global head of analytics at Allianz Investment Management and Daniel Cangemi, head of FICC trading at EFG Financial Products,
LTCM, panic and rational behaviour
There’s a slight whiff of delusion around some of Professor Robert Merton’s comment in his interview with the FT.
With the greatest respect to the Nobel prize-winner, some of his comments seem a little strange to us mere mortals.
Robert Merton and the appliance of financial science
Derivatives, says Professor Robert Merton in an interview with Gillian Tett in the FT, are grossly misunderstood.
The co-creator of the Black-Scholes formula argues that most companies have been extraordinarily inefficient in their use of capital,