Type: Study Notes, Lecture Notes
Level: MBA, MSc(Econ, Fin)
Robert C. Merton is Nobel laureate in Economics, son of Robert K. Merton, a distinguised sociologist. Robert C. Merton is well known both in academia and finance industry. He has published extensivly on option pricing, intertemporal asset pricing (ICAPM) and on intertemporal portfolio problem. Merton is also well known among the finance professionals for his involment along with Myron Scholes in the "Long Term Capital Manegement" (LTCM) hedge fund which failed in 1998.
Classic Lecture Notes of Dr. Robert C. Merton
Professional Risk Managers' International Association (PRMIA) website:
http://prmia.org/index.php
Related books from Amazon.com | ||
---|---|---|
No comments:
Post a Comment