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Robert Jarrow. Robert Cox Merton (born July 31, 1944) is an American economist, Nobel Memorial Prize in Economic Sciences laureate, and professor at the MIT Sloan School of Management, known for his pioneering contributions to continuous-time finance, especially the first continuous-time option pricing model, the Black–Scholes ...
The Merton model, developed by Robert C. Merton in 1974, is a widely used "structural" credit risk model. Analysts and investors utilize the Merton model to understand how capable a company is at meeting financial obligations, servicing its debt, and weighing the general possibility that it will go into credit default .
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The problem was formulated and solved by Robert C. Merton in 1969 both for finite lifetimes and for the infinite case. [1] [2] Research has continued to extend and generalize the model to include factors like transaction costs and bankruptcy. Problem statement. The investor lives from time 0 to time T; their wealth at time T is denoted WT.
Robert King Merton (born Meyer Robert Schkolnick; July 4, 1910 – February 25, 2003) was an American sociologist who is considered a founding father of modern sociology, and a major contributor to the subfield of criminology. He served as the 47th president of the American Sociological Association. [1] .
- Sociology
- Pitirim Sorokin
- Vanessa Merton, Robert C. Merton, Stephanie Merton Tombrello
Middle-range theory, developed by Robert K. Merton, is an approach to sociological theorizing aimed at integrating theory and empirical research. It is currently the de facto dominant approach to sociological theory construction, [1] especially in the United States.
Robert C. Merton, who first wrote an academic paper on the subject, is sometimes also credited. The main principle behind the model is to hedge the option by buying and selling the underlying asset in a specific way to eliminate risk.
Strain theory is a sociological and criminological theory developed in 1938 by Robert K. Merton. [1] . The theory states that society puts pressure on individuals to achieve socially accepted goals (such as the American Dream ), even though they lack the means to do so.
