Website Search
Find information on spaces, staff, and services.
Catalog Search
Books
The legacy of Fischer Black.
- Available as
- Online
- Summary
-
Fischer Black was a remarkable social scientist. This title features several papers that are the contributions of many financial economists who embody, in different ways, Fischer's ideal of insight...
Fischer Black was a remarkable social scientist. This title features several papers that are the contributions of many financial economists who embody, in different ways, Fischer's ideal of insight from economic theory that both guides and is rooted in the kind of detailed observation of relevant aspects of actual financial markets.
Details
- Creator
- edited by Bruce N. Lehmann
- Format
- Books
- Language
- English
- Publication
-
- 1st ed
- Oxford : Oxford University Press, 2023
- Series
- Physical Details
-
- 1 online resource (319 p.)
- ISBNs
- 9780190290634, 0190290633, 9780197703298, 0197703291, 9781280560378, 1280560371, 9780195347074, 0195347072, 9781423720522, 1423720520, 0195168364
- OCLC
- ocn191924328, ocm52937306, ocn935262323, on1406785292
- "Between September 29 and October 1, 1996, the Berkeley Program in Finance held a conference called 'On Finance: A Conference in Honor of Fischer Black' at the Breakers in Santa Barbara, California. Eight of eleven talks given at the conference are chapters in this volume " -- Pref.
- Previously issued in print: 2004.
- Includes bibliographical references and index.
- English
- Contents; 1. Fischer Black on Valuation: The CAPM in General Equilibrium; 2. Fischer Black's Contributions to Corporate Finance; 3. Crisis and Risk Management; 4. Hot Spots and Hedges; 5. Markets for Agents: Fund Management; 6. Recovering Probabilities and Risk Aversion from Options Prices and Realized Returns; 7. Cross-Sectional Determinants of Expected Returns; 8. On Cross-Sectional Determinants of Expected Returns; 9. Exploring a Two-Factor, Markovian, Lognormal Model of the Term Structure of Interest Rates; 10. Convexity and Empirical Option Costs of Mortgage Securities
- 11. The Supply and Demand of Immediacy: Evidence from the NYSE12. Black, Merton, and Scholes-Their Central Contributions to Economics; Index