The Resource The legacy of Fischer Black, edited by Bruce N. Lehmann, (electronic resource)
The legacy of Fischer Black, edited by Bruce N. Lehmann, (electronic resource)
Resource Information
The item The legacy of Fischer Black, edited by Bruce N. Lehmann, (electronic resource) represents a specific, individual, material embodiment of a distinct intellectual or artistic creation found in University of Missouri-St. Louis Libraries.This item is available to borrow from 1 library branch.
Resource Information
The item The legacy of Fischer Black, edited by Bruce N. Lehmann, (electronic resource) represents a specific, individual, material embodiment of a distinct intellectual or artistic creation found in University of Missouri-St. Louis Libraries.
This item is available to borrow from 1 library branch.
- Extent
- xii, 306 p.
- Note
- "Between September 29 and October 1, 1996, the Berkeley Program in Finance held a conference called 'On Finance: A Conference in Honor of Fisher Black' at the Breakers in Santa Barbara, California. ... Eight of eleven talks given at the conference are chapters in this volume ..."--Pref
- Isbn
- 9780195168365
- Label
- The legacy of Fischer Black
- Title
- The legacy of Fischer Black
- Statement of responsibility
- edited by Bruce N. Lehmann
- Language
- eng
- Summary
-
- Annotation:
- Annotation:
- Cataloging source
- CaPaEBR
- Dewey number
- 332
- LC call number
- HG63
- LC item number
- .L44 2005eb
- http://library.link/vocab/relatedWorkOrContributorDate
- 1955-
- http://library.link/vocab/relatedWorkOrContributorName
-
- Lehmann, Bruce Neal
- ebrary, Inc
- http://library.link/vocab/subjectName
- Finance
- Summary expansion
-
- 1. Fischer Black on Valuation: The CAPM in General Equilibrium, Bruce N. Lehmann2. Fischer Black's Contributions to Corporate Finance, Stewart C. Myers3. Crisis and Risk Management, Myron S. Scholes4. Hot Spots and Hedges, Robert Litterman5. Markets for Agents: Fund Management, Stephen A. Ross6. Recovering Probabilities and Risk Aversion from Options Prices and Realized Returns, Mark Rubinstein and Jens Jackwerth7. Cross-Sectional Determinants of Expected Returns, Michael Brennan, Tarun Chordia, and Avanidhar Subrahmanyam8. On Cross-Sectional Determinants of Expected Returns, Bruce N. Lehmann9. Exploring a Two-Factor Markovian, Lognormal Model of the Term Structure of Interest Rates, Scott F. Richard10. Convexity of Empirical Option Costs of Mortgage Securities, Douglas T. Breeden11. The Supply and Demand of Immediacy: Evidence from the NYSE, Roger D. Huang and Hans R. Stoll12. Black, Merton, and Scholes - Their Central Contribution to Economics, Darrell DuffieIndex
- Fischer Black was a remarkable social scientist, one whose contributions range from the lofty perch of highbrow theory to the trenches of practical application. The papers represented in this work span the same range, the contributions of a remarkable array of 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. It is hoped that readers find this volume to be both a fitting tribute and a stimulus to further research. After all, the advancement of economic science remained a constant goal throughout Fischer's remarkable career in the many and disparate venues in which he plies his trade
- Label
- The legacy of Fischer Black, edited by Bruce N. Lehmann, (electronic resource)
- Note
- "Between September 29 and October 1, 1996, the Berkeley Program in Finance held a conference called 'On Finance: A Conference in Honor of Fisher Black' at the Breakers in Santa Barbara, California. ... Eight of eleven talks given at the conference are chapters in this volume ..."--Pref
- Bibliography note
- Includes bibliographical references and index
- Control code
- OCM1bookssj0000190951
- Dimensions
- unknown
- Extent
- xii, 306 p.
- Governing access note
- License restrictions may limit access
- Isbn
- 9780195168365
- Isbn Type
- (hardcover : alk. paper)
- Other physical details
- ill.
- Specific material designation
- remote
- System control number
- (WaSeSS)ssj0000190951
- Label
- The legacy of Fischer Black, edited by Bruce N. Lehmann, (electronic resource)
- Note
- "Between September 29 and October 1, 1996, the Berkeley Program in Finance held a conference called 'On Finance: A Conference in Honor of Fisher Black' at the Breakers in Santa Barbara, California. ... Eight of eleven talks given at the conference are chapters in this volume ..."--Pref
- Bibliography note
- Includes bibliographical references and index
- Control code
- OCM1bookssj0000190951
- Dimensions
- unknown
- Extent
- xii, 306 p.
- Governing access note
- License restrictions may limit access
- Isbn
- 9780195168365
- Isbn Type
- (hardcover : alk. paper)
- Other physical details
- ill.
- Specific material designation
- remote
- System control number
- (WaSeSS)ssj0000190951
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<div class="citation" vocab="http://schema.org/"><i class="fa fa-external-link-square fa-fw"></i> Data from <span resource="http://link.umsl.edu/portal/The-legacy-of-Fischer-Black-edited-by-Bruce-N./WKJVVCe2Lts/" typeof="Book http://bibfra.me/vocab/lite/Item"><span property="name http://bibfra.me/vocab/lite/label"><a href="http://link.umsl.edu/portal/The-legacy-of-Fischer-Black-edited-by-Bruce-N./WKJVVCe2Lts/">The legacy of Fischer Black, edited by Bruce N. Lehmann, (electronic resource)</a></span> - <span property="potentialAction" typeOf="OrganizeAction"><span property="agent" typeof="LibrarySystem http://library.link/vocab/LibrarySystem" resource="http://link.umsl.edu/"><span property="name http://bibfra.me/vocab/lite/label"><a property="url" href="http://link.umsl.edu/">University of Missouri-St. Louis Libraries</a></span></span></span></span></div>
