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The legacy of Fischer Black /
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 releva...
| Clasificación: | Libro Electrónico |
|---|---|
| Otros Autores: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
New York :
Oxford University Press,
2005.
|
| Temas: | |
| Acceso en línea: | Texto completo |
MARC
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| 245 | 0 | 4 | |a The legacy of Fischer Black / |c edited by Bruce N. Lehmann. |
| 260 | |a New York : |b Oxford University Press, |c 2005. | ||
| 300 | |a 1 online resource (xii, 306 pages) : |b illustrations | ||
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| 500 | |a "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 ..."--Preface | ||
| 504 | |a Includes bibliographical references and index. | ||
| 505 | 0 | 0 | |t Fischer Black on valuation : the CAPM in general equilibrium / |r Bruce N. Lehmann -- |t Fischer Black's contributions to corporate finance / |r Stewart C. Myers -- |t Crisis and risk management / |r Myron S. Scholes -- |t Hot spots and hedges / |r Robert Litterman -- |t Markets for agents : fund management / |r Stephen A. Ross -- |t Recovering probabilities and risk aversion from options prices and realized returns / |r Mark Rubinstein, Jens Jackwerth -- |t Cross-sectional determinants of expected returns / |r Michael Brennan, Tarun Chordia, Avanidhar Subrahmanyam -- |t On cross-sectional determinants of expected returns / |r Bruce N. Lehmann -- |t Exploring a two-factor, Markovian, lognormal model of the term structure of interest rates / |r Scott F. Richard -- |t Convexity and empirical option costs of mortgage securities / |r Douglas T. Breeden -- |t The supply and demand of immediacy : evidence from the NYSE / |r Roger D. Huang, Hans R. Stoll -- |t Black, Merton, and Scholes -- their central contributions to economics / |r Darrell Duffie. |
| 520 | |a 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. | ||
| 588 | 0 | |a Print version record. | |
| 590 | |a ProQuest Ebook Central |b Ebook Central Academic Complete | ||
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| 700 | 1 | |a Lehmann, Bruce Neal, |d 1955- |1 https://id.oclc.org/worldcat/entity/E39PCjvDqJHJVt7GdfxHVw8KkC | |
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| 776 | 0 | 8 | |i Print version: |t Legacy of Fischer Black. |d New York : Oxford University Press, 2005 |z 0195168364 |w (DLC) 2003018743 |w (OCoLC)52937306 |
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