The legacy of Fischer Black / edited by Bruce N. Lehmann.
نوع المادة : نصالناشر:New York : Oxford University Press, 2005وصف:xii, 306 pages : illustrations ; 25 cmنوع المحتوى:- text
- unmediated
- volume
- 0195168364 (hbk)
- 9780195168365 (hbk)
- HG63 L44 2005
نوع المادة | المكتبة الحالية | رقم الطلب | رقم النسخة | حالة | تاريخ الإستحقاق | الباركود | |
---|---|---|---|---|---|---|---|
كتاب | UAE Federation Library | مكتبة اتحاد الإمارات General Collection | المجموعات العامة | HG63 L44 2005 (إستعراض الرف(يفتح أدناه)) | C.1 | Library Use Only | داخل المكتبة فقط | 30010000081753 |
Browsing UAE Federation Library | مكتبة اتحاد الإمارات shelves, Shelving location: General Collection | المجموعات العامة إغلاق مستعرض الرف(يخفي مستعرض الرف)
HG62.5.G7 D45 2004 Successful research careers / | HG62.5.G7 D45 2004 Successful research careers / | HG62.5.G7 D45 2004 Successful research careers / | HG63 L44 2005 The legacy of Fischer Black / | HG63 .P64 2006 The political economy of financial market regulation : the dynamics of inclusion and exclusion / | HG63 .P64 2006 The political economy of financial market regulation : the dynamics of inclusion and exclusion / | HG64 M34 1998 Major financial institutions of the world 1998 |
"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 -- 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