Fischer Black
American economist (1938–1995) / From Wikipedia, the free encyclopedia
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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.
Quick Facts Born, Died ...
Fischer Black | |
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Born | Fischer Sheffey Black (1938-01-11)January 11, 1938 Washington, D.C., U.S. |
Died | August 30, 1995(1995-08-30) (aged 57) New Canaan, Connecticut, U.S. |
Citizenship | American |
Alma mater | Harvard University (BA, PhD) |
Known for | Black–Scholes equation Black-76 model Black–Derman–Toy model Black–Karasinski model Black–Litterman model Black's approximation Treynor–Black model |
Awards | 1994, IAFE Financial Engineer of the Year[1][2] |
Scientific career | |
Fields | Economics Mathematical finance |
Institutions | University of Chicago Booth School of Business
MIT Sloan School of Management Goldman Sachs |
Doctoral advisor | Patrick Carl Fischer |
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