The Legacy of Fischer Black
Author | : Bruce N. Lehmann |
Publisher | : Oxford University Press |
Total Pages | : 319 |
Release | : 2005 |
ISBN-10 | : 9780195168365 |
ISBN-13 | : 0195168364 |
Rating | : 4/5 (364 Downloads) |
Download or read book The Legacy of Fischer Black written by Bruce N. Lehmann and published by Oxford University Press. This book was released on 2005 with total page 319 pages. Available in PDF, EPUB and Kindle. Book excerpt: Annotation 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.