Craig Merrill

He is also a fellow of the Wharton Financial Institutions Research Center. Dr. Merrill teaches finance theory, derivatives, and corporate risk management in BYU’s MBA program and his research focuses primarily on fixed income securities and derivatives, asset-liability management, and applications of financial pricing to insurance liabilities.

Dr. Merrill’s consulting assignments (AIG, Swiss Re, Goldman Sachs, The Hartford, Lazard Freres, Merrill Lynch, New York Life, Pacific Life, Winkelvoss & Associates, and others) have involved such projects as a two-factor bond pricing model, multi-asset return simulation models, compiling a database of intraday treasury security prices based on the GovPX data feeds, and development of international interest-rate and exchange-rate simulation models. He has served as an expert witness in cases involving reinsurance, fixed and variable annuities, and insurance pricing.

Dr. Merrill’s work is published in a number of peer review journals such as the Journal of Finance, the Journal of Risk and Insurance and the North American Actuarial Journal from whom he received the award for best paper of 2002. Dr. Merrill has also presented his research at many prominent meetings and seminars throughout the United States.