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The legacy of Fischer Black
~
Lehmann, Bruce Neal, (1955-)
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The legacy of Fischer Black
紀錄類型:
書目-語言資料,印刷品 : Monograph/item
正題名/作者:
The legacy of Fischer Black/ edited by Bruce N. Lehmann.
其他作者:
Lehmann, Bruce Neal,
出版者:
New York :Oxford University Press, : 2005.,
面頁冊數:
xii, 306 p. :ill. ;25 cm.
附註:
"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.
標題:
Finance - Congresses. -
電子資源:
http://www.netLibrary.com/urlapi.asp?action=summary&v=1&bookid=138213An electronic book accessible through the World Wide Web; click for information
ISBN:
1423720520 (electronic bk.)
The legacy of Fischer Black
The legacy of Fischer Black
[electronic resource] /edited by Bruce N. Lehmann. - New York :Oxford University Press,2005. - xii, 306 p. :ill. ;25 cm.
"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.
Includes bibliographical references and index.
Fischer Black on valuation : the CAPM in general equilibrium /Bruce N. Lehmann --The
Electronic reproduction.
Boulder, Colo. :
NetLibrary,
2005.
Available via World Wide Web.
ISBN: 1423720520 (electronic bk.)Subjects--Topical Terms:
649876
Finance
--Congresses.Index Terms--Genre/Form:
542853
Electronic books.
LC Class. No.: HG63 / .L44 2005eb
Dewey Class. No.: 332
The legacy of Fischer Black
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Crisis and risk management /
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Hot spots and hedges/
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Robert Litterman --
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Markets for agents : fund management /
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Recovering probabilities and risk aversion from options prices and realized returns/
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Mark Rubinstein, Jens Jackwerth --
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Cross-sectional determinants of expected returns /
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Michael Brennan, Tarun Chordia, Avanidhar Subrahmanyam --
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Bruce N. Lehmann --
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Exploring a two-factor, Markovian, lognormal model of the term structure of interest rates /
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Scott F. Richard --
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Convexity and empirical option costs of mortgage securities/
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Douglas T. Breeden --
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supply and demand of immediacy : evidence from the NYSE /
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Roger D. Huang, Hans R. Stoll --
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Black, Merton, and Scholes - their central contributions to economics /
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