Fischer Black
Fischer Black
(
1938
-
August 30
,
1995
) was an
American
economist
. He was one of the authors of the famous
Black-Scholes
equation. He also was a co-author of the
Black-Derman-Toy
option-valuation model. Fischer Black received a
Ph.D.
in Applied Math from
Harvard University
in
1964
. In
1971
he began to work at the
University of Chicago
. He later left the University of Chicago to work at the
MIT Sloan School of Management
. In
1984
he joined
Goldman Sachs
.
Selected bibliography
Fischer Black, The Pricing of Options and Corporate Liabilities,
Journal of Political Economy
1973. Black, Fischer Black, Fischer Black, Fischer
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