Coverart for item
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)

Label
The legacy of Fischer Black
Title
The legacy of Fischer Black
Statement of responsibility
edited by Bruce N. Lehmann
Contributor
Subject
Genre
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)
Instantiates
Publication
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)
Publication
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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