Robert C. Merton: The First Financial Engineer-Reference-Cited by-同舟云学术

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Robert C. Merton: The First Financial Engineer

Published:2020-11-01 Issue:1 Volume:12 Page:1-18
ISSN:1941-1367
Container-title:Annual Review of Financial Economics
language:en
Short-container-title:Annu. Rev. Financ. Econ.

Author:

Lo Andrew W.¹²

Affiliation:

1. Sloan School of Management, Laboratory for Financial Engineering, Computer Science and Artificial Intelligence Laboratory, Massachusetts Institute of Technology, Cambridge, Massachusetts 02142, USA;

2. Santa Fe Institute, Santa Fe, New Mexico 87501, USA

Abstract

This is an edited version of a talk given at the Robert C. Merton 75th Birthday Celebration Conference held at MIT on August 5 and 6, 2019. A video of the talk is available at https://bit.ly/2nvITM6 . This article is one of a pair of articles published in this volume about Robert C. Merton's contributions to the science of financial economics. The other article in this pair is “ Robert C. Merton and the Science of Finance ” by Zvi Bodie.

Publisher

Annual Reviews

Subject

Economics and Econometrics,Finance

Link

https://www.annualreviews.org/doi/pdf/10.1146/annurev-financial-042720-055018

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