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Merton Model
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61	Statistics and Its Interface Volume[removed]–227 Dynamic credit models Stewart Inglis, Alex Lipton, Ioana Savescu and Artur Sepp We present a dynamic framework to model the default Add to Reading List Source URL: math.ut.ee Language: English - Date: 2009-01-04 01:26:58 Mathematical finance United States housing bubble Markov processes Fixed income securities Structured finance Merton Model Credit default swap Collateralized debt obligation Copula Statistics Financial economics Mathematical sciences
62	On Market Timing and Investment Performance. II. Statistical Procedures for Evaluating Forecasting Skills Author(s): Roy D. Henriksson and Robert C. Merton Add to Reading List Source URL: www.people.hbs.edu Language: English - Date: 2008-08-18 15:59:35 Statistical hypothesis testing Capital asset pricing model Autoregressive conditional heteroskedasticity Prey switching Statistics Time series analysis Forecasting
63	VITA DOUGLAS T. BREEDEN January, 2014 Add to Reading List Source URL: www.dougbreeden.net Language: English - Date: 2014-01-01 18:42:54 American Finance Association Robert C. Merton Capital asset pricing model The Journal of Finance Finance Year of birth missing David Hsieh Sheridan Titman Financial economics Economics Mathematical finance
64	HOW CLOSE ARE THE OPTION PRICING FORMULAS OF BACHELIER AND BLACK-MERTON-SCHOLES? WALTER SCHACHERMAYER AND JOSEF TEICHMANN Add to Reading List Source URL: www.mat.univie.ac.at Language: English - Date: 2005-01-11 13:31:01 Options Investment Stochastic processes Equations Black–Scholes Normal distribution Implied volatility Hull–White model Volatility Financial economics Mathematical finance Finance
65	HOW CLOSE ARE THE OPTION PRICING FORMULAS OF BACHELIER AND BLACK-MERTON-SCHOLES? WALTER SCHACHERMAYER AND JOSEF TEICHMANN Add to Reading List Source URL: www.mat.univie.ac.at Language: English - Date: 2005-01-11 13:31:01 Options Investment Stochastic processes Equations Black–Scholes Normal distribution Implied volatility Hull–White model Volatility Financial economics Mathematical finance Finance
66	Structural Models of Corporate Bond Pricing: An Empirical Analysis Young Ho Eom Add to Reading List Source URL: www.personal.psu.edu Language: English - Date: 2004-04-28 01:26:02 Investment Corporate finance Fixed income market Options Convertible bond Bond Merton Model Yield curve High-yield debt Financial economics Bonds Finance
67	IT News Letter † Add to Reading List Source URL: www.bunkyo.ac.jp Language: English - Date: 2006-01-31 22:15:20 Fellows of the Econometric Society Merton Miller Capital asset pricing model Franco Modigliani Modigliani–Miller theorem William Forsyth Sharpe John Harsanyi Trygve Haavelmo Harry Markowitz Economics Financial economics Science
68	Speech in Honor of Robert C. Merton 1999 Mathematical Finance Day Lifetime Achievement Award Add to Reading List Source URL: www.bu.edu Language: English - Date: 2000-04-26 08:53:07 Economics Capital asset pricing model Robert C. Merton Intertemporal CAPM Modern portfolio theory Option Risk factor Valuation Master of Financial Economics Financial economics Mathematical finance Finance
69	Performance Measures for Credit Risk Models Add to Reading List Source URL: www.riskmania.com Language: English - Date: 2003-02-11 04:07:10 Statistics Economics Finance Ethics Entropy Information theory Credit score Merton Model Kullback–Leibler divergence Statistical theory Credit Personal finance
70	PDF Document Add to Reading List Source URL: www.bus.lsu.edu Language: English - Date: 2011-06-03 14:11:03 Finance Statistics Stochastic processes Equations Differential equations Black–Scholes Stochastic differential equation Merton Model Capital asset pricing model Financial economics Mathematical finance Options

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