Merton Model — The Merton model is a model proposed by Robert C. Merton in 1974 for assessing the credit risk of a company by characterizing the company s equity as a call option on its assets. Put call parity is then used to price the value of a put and this… … Wikipedia
Merton — may refer to: Contents 1 People 2 Places 2.1 Australia 2.2 … Wikipedia
Model risk — In finance, model risk is the risk involved in using models to value financial securities.[1] Rebonato considers alternative definitions including: After observing a set of prices for the underlying and hedging instruments, different but… … Wikipedia
Merton's portfolio problem — is a well known problem in continuous time finance. An investor with a finite lifetime must choose how much to consume and must allocate his wealth between stocks and a risk free asset so as to maximize expected lifetime utility. The problem was… … Wikipedia
MERTON, ROBERT KING — (Meyer Schkolnick; 1910–2003), U.S. sociologist. Born in Philadelphia, Merton received his B.A. from Temple University in 1931 and his M.A. (1932) and Ph.D. (1936) from Harvard. A student of George R. Simpson, Pitirim Sorokin, and Talcott Parsons … Encyclopedia of Judaism
Merton Park — Coordinates: 51°24′38″N 0°12′06″W / 51.4106°N 0.2017°W / 51.4106; 0.2017 … Wikipedia
Merton, Robert C. — ▪ American economist born July 31, 1944, New York, N.Y., U.S. American economist known for his work on finance theory and risk management; he is noted especially for his contribution to assessing the value of stock options (stock option)… … Universalium
Merton, Robert King — ▪ 2004 Meyer R. Schkolnick American sociologist (b. July 4, 1910, Philadelphia, Pa. d. Feb. 23, 2003, New York, N.Y.), made wide ranging contributions to the field, especially the sociology of science; he coined such expressions as “self… … Universalium
Robert C. Merton — Infobox Scientist name = Robert C. Merton image size = 180px birth date = Birth date and age|1944|7|31|mf=y birth place = New York City, New York, U.S. nationality = United States field = Finance, Economics work places = Harvard University MIT… … Wikipedia
Jarrow-Turnbull model — The Jarrow Turnbull credit risk model was published by Robert A. Jarrow of Kamakura Corporation and Cornell University and Stuart Turnbull, currently at the University of Houston [Robert A. Jarrow and Stuart Turnbull, Pricing Derivatives on… … Wikipedia
