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The legacy of Fischer Black

Record Type:	Electronic resources : Monograph/item
Title/Author:	The legacy of Fischer Black/ edited by Bruce N. Lehmann.
other author:	Lehmann, Bruce Neal,
Published:	New York :Oxford University Press, : 2005.,
Description:	xii, 306 p. :ill. ;25 cm.
Notes:	"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.
Subject:	Finance - Congresses. -
Online resource:	https://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=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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020 $a 1423720520 (electronic bk.)
035 $a ocm61342152
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050 1 4 $a HG63 $b .L44 2005eb
082 0 4 $a 332 $2 22
245 0 4 $a The legacy of Fischer Black $h [electronic resource] / $c edited by Bruce N. Lehmann.
260 $a New York : $c 2005. $b Oxford University Press,
300 $a xii, 306 p. : $b ill. ; $c 25 cm.
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 ..."--Pref.
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 -- $g The $t 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
533 $a Electronic reproduction. $b Boulder, Colo. : $c NetLibrary, $d 2005. $n Available via World Wide Web. $n Access may be limited to NetLibrary affiliated libraries.
650 $a Finance $x Congresses. $3 649876
655 $a Electronic books. $2 lcsh $3 542853
700 $a Lehmann, Bruce Neal, $d 1955- $3 880880
710 $a NetLibrary, Inc. $3 542851
856 4 0 $3 Bibliographic record display $u https://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=138213 $z An electronic book accessible through the World Wide Web; click for information
994 $a 92 $b AMF