Fischer Black

Fischer Black
Born
Fischer Sheffey Black

(1938-01-11)January 11, 1938
DiedAugust 30, 1995(1995-08-30) (aged 57)
Alma materHarvard University (BA, PhD)
Known forBlack–Scholes equation
Black-76 model
Black–Derman–Toy model
Black–Karasinski model
Black–Litterman model
Black's approximation
Treynor–Black model
Awards1994, IAFE Financial Engineer of the Year[1][2]
Scientific career
FieldsEconomics
Mathematical finance
InstitutionsUniversity of Chicago Booth School of Business

MIT Sloan School of Management

Goldman Sachs
Doctoral advisorPatrick Carl Fischer

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.

  1. ^ "IAFE Events Archive, Awards". Archived from the original on May 27, 2007. Retrieved June 20, 2007.
  2. ^ Finnegan, Jim. "IAFE Holds Annual Award Dinner". Financial Engineering News. Retrieved June 20, 2007.