21 December 2012

Take 15: An Options Approach to Analyzing and Managing Macro-Financial Risk (Video)

Posted In: Derivatives, Drivers of Value

Nobel laureate Robert C. Merton challenges traditional models used by investors to measure sovereign and financial system credit risk, while proposing an alternative framework. (Note: Due to the length of this interview only the first part of it was used to create this Take 15 episode. If you would like to watch the episode in its entire, uncut form please click here.)

This episode of the Take 15 Series was originally released on 12 December 2012.

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Tags: Take 15, Videos

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About the Author(s)

Jennifer Curry

Jennifer Curry formerly served as managing editor of the Enterprising Investor. Previously, she was the social media manager at the New York Society of Security Analysts (NYSSA). Prior to her work at NYSSA, Curry worked as the senior project editor for a nonfiction imprint at Barnes & Noble Publishing and as an assistant editor at the H.W. Wilson Company. She is the editor of several volumes in the Reference Shelf series, and her writing has appeared in Smithsonian, IndustryWeek, Barnes & Noble Review, and other publications. Curry holds a BS in journalism and a BA in anthropology from the University of Kansas, and an MA in anthropology from Hunter College, City University of New York.