Fischer Black | |
|---|---|
 | |
| Born | Fischer Sheffey Black January 11, 1938 Washington, D.C., U.S. |
| Died | August 30, 1995 (aged 57) New Canaan, Connecticut, U.S. |
| 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 |
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.
- ^ "IAFE Events Archive, Awards". Archived from the original on May 27, 2007. Retrieved June 20, 2007.
- ^ Finnegan, Jim. "IAFE Holds Annual Award Dinner". Financial Engineering News. Retrieved June 20, 2007.