Robert Merton will give the RIA Hamilton Lecture on October 15 at TCD on the topic
Observations on Mathematical Finance in the Practice of Finance
The event is free but you need to book a spot: the details are here.
Robert Merton will give the RIA Hamilton Lecture on October 15 at TCD on the topic
Observations on Mathematical Finance in the Practice of Finance
The event is free but you need to book a spot: the details are here.
4 replies on “Robert Merton: Hamilton Lecture (October 15)”
No mention of Merton’s involvement with Long Term Capital Management on his bio? How peculiar.
@PT
Indeed!
Maybe almost bringing down the financial system isn’t something he wants made public!
In fairness – with a title like that it isn’t as if they are avoiding the subject either.
The Professional Risk Management Industry Association (PRMIA) have published Dr. Merton’s lecture notes online.
http://prmia.org/index.php?page=publication&option=researchRobertMerton