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Fischer Black information


Fischer Black
Born
Fischer Sheffey Black

(1938-01-11)January 11, 1938
Washington, D.C., U.S.
DiedAugust 30, 1995(1995-08-30) (aged 57)
New Canaan, Connecticut, U.S.
CitizenshipAmerican
Alma materHarvard University (BA, PhD)
Known forBlack–Scholes equation
Black-76 model
Black–Derman–Toy model
Black–Karasinski model
Black–Litterman model
Black's approximation
Treynor–Black model
Awards1994, IAFE Financial Engineer of the Year[1][2]
Scientific career
FieldsEconomics
Mathematical finance
InstitutionsUniversity of Chicago Booth School of Business

MIT Sloan School of Management

Goldman Sachs
Doctoral advisorPatrick Carl Fischer

Fischer Sheffey Black (January 11, 1938 – August 30, 1995) was an American economist, best known as one of the authors of the Black–Scholes equation.

  1. ^ "IAFE Events Archive, Awards". Archived from the original on May 27, 2007. Retrieved June 20, 2007.
  2. ^ Finnegan, Jim. "IAFE Holds Annual Award Dinner". Financial Engineering News. Retrieved June 20, 2007.

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Fischer Black Prize is a memorial prize awarded in honor of Fischer Black that rewards individual financial research. The prize was established in 2002...

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and swaptions. It was first presented in a paper written by Fischer Black in 1976. Black's model can be generalized into a class of models known as log-normal...

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International Association for Quantitative Finance

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Toronto, Boston, and London. The educational arm of the IAQF is the Fischer Black Memorial Foundation (FBMF). While the IAQF focuses on the profession...

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Bobby Fischer

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Raghuram Rajan

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documentary Inside Job (2010). In 2003, Rajan received the inaugural Fischer Black Prize, given every two years by the American Finance Association to...

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Mathematical finance

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finance emerged as a discipline in the 1970s, following the work of Fischer Black, Myron Scholes and Robert Merton on option pricing theory. Mathematical...

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World Chess Championship 1972

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was a match for the World Chess Championship between challenger Bobby Fischer of the United States and defending champion Boris Spassky of the Soviet...

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Jenna Fischer

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Regina Marie Kirk (née Fischer; born March 7, 1974), known professionally as Jenna Fischer, is an American actress. She is best known for her role as...

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Fischer random chess

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world chess champion Bobby Fischer. Fischer announced this variation on June 19, 1996, in Buenos Aires, Argentina. Fischer random chess employs the same...

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Sam Fischer

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Samuel Fischer (born 5 July 1991) is an Australian pop rock singer-songwriter and musician. Fischer released music independently before signing with RCA...

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Capital asset pricing model

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contribution to the field of financial economics. Fischer Black (1972) developed another version of CAPM, called Black CAPM or zero-beta CAPM, that does not assume...

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Amir Sufi

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University of Chicago Booth School of Business. He was awarded the 2017 Fischer Black Prize by the American Finance Association, given biennially to a financial...

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Thomas Gabriel Fischer

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Thomas Gabriel Fischer (born 19 July 1963), also known by the stage names Tom Warrior and Satanic Slaughter, is a Swiss musician. He led the extreme metal...

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Myron Scholes

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academic position at the MIT Sloan School of Management. Here he met Fischer Black, who was a consultant for Arthur D. Little at the time, and Robert C...

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American Finance Association

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the association awards the Fischer Black Prize at its annual meeting. The award, named in honor of economist Fischer Black, recognizes an outstanding...

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Bobby Fischer Against the World

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Bobby Fischer Against the World is a documentary feature film that explores the life of chess Grandmaster and 11th World Champion Bobby Fischer. It incorporates...

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Eugen Fischer

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1906, Fischer conducted field research in German South West Africa (now Namibia). He studied the Basters, offspring of German or Boer men and Black African...

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Nobel Prize

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before the prize is awarded. The Economics Prize was not awarded to Fischer Black, who died in 1995, when his co-author Myron Scholes received the honor...

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Shadow rate

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bound. It was created by Fischer Black in his final paper, "Interest Rates as Options". The shadow rate derives from Fischer Black's insight that currency...

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Searching for Bobby Fischer

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Searching for Bobby Fischer, released in the United Kingdom as Innocent Moves, is a 1993 American drama film written and directed by Steven Zaillian in...

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Helene Fischer

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and Marina Fischer. Her father worked as a physical education teacher and her mother as an engineer. Her paternal grandparents were Black Sea Germans...

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