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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...
| Call Number: | Libro Electrónico |
|---|---|
| Other Authors: | |
| Format: | Electronic eBook |
| Language: | Inglés |
| Published: |
New York :
Oxford University Press,
2005.
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| Subjects: | |
| Online Access: | Texto completo |
Table of Contents:
- Fischer Black on valuation : the CAPM in general equilibrium / Bruce N. Lehmann
- Fischer Black's contributions to corporate finance / Stewart C. Myers
- Crisis and risk management / Myron S. Scholes
- Hot spots and hedges / Robert Litterman
- Markets for agents : fund management / Stephen A. Ross
- Recovering probabilities and risk aversion from options prices and realized returns / Mark Rubinstein, Jens Jackwerth
- Cross-sectional determinants of expected returns / Michael Brennan, Tarun Chordia, Avanidhar Subrahmanyam
- On cross-sectional determinants of expected returns / Bruce N. Lehmann
- Exploring a two-factor, Markovian, lognormal model of the term structure of interest rates / Scott F. Richard
- Convexity and empirical option costs of mortgage securities / Douglas T. Breeden
- The supply and demand of immediacy : evidence from the NYSE / Roger D. Huang, Hans R. Stoll
- Black, Merton, and Scholes
- their central contributions to economics / Darrell Duffie.