Fischer Black
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.
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. |
| 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 |
| 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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