Robert C. Merton : The Palgrave Companion to MIT Economics
Year of publication: |
[2023]
|
---|---|
Authors: | Bodie, Zvi ; Lo, Andrew W. |
Publisher: |
[S.l.] : SSRN |
Subject: | Robert C. Merton | option-pricing | derivatives | credit risk | continuous-time finance | Itô calculus | functional finance | macro-financial systemic risk | financial engineering | Derivat | Derivative | Kreditrisiko | Credit risk | Optionspreistheorie | Option pricing theory | Systemrisiko | Systemic risk | Financial Engineering | Financial engineering | CAPM | Portfolio-Management | Portfolio selection |
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