The Legacy of Fischer Black

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Publisher : Oxford University Press
ISBN 13 : 0195168364
Total Pages : 319 pages
Book Rating : 4.1/5 (951 download)

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Book Synopsis The Legacy of Fischer Black by : Bruce N. Lehmann

Download or read book The Legacy of Fischer Black written by Bruce N. Lehmann and published by Oxford University Press. This book was released on 2005 with total page 319 pages. Available in PDF, EPUB and Kindle. Book excerpt: Annotation 1. Fischer Black on Valuation: The CAPM in General Equilibrium, Bruce N. Lehmann2. Fischer Black's Contributions to Corporate Finance, Stewart C. Myers3. Crisis and Risk Management, Myron S. Scholes4. Hot Spots and Hedges, Robert Litterman5. Markets for Agents: Fund Management, Stephen A. Ross6. Recovering Probabilities and Risk Aversion from Options Prices and Realized Returns, Mark Rubinstein and Jens Jackwerth7. Cross-Sectional Determinants of Expected Returns, Michael Brennan, Tarun Chordia, and Avanidhar Subrahmanyam8. On Cross-Sectional Determinants of Expected Returns, Bruce N. Lehmann9. Exploring a Two-Factor Markovian, Lognormal Model of the Term Structure of Interest Rates, Scott F. Richard10. Convexity of Empirical Option Costs of Mortgage Securities, Douglas T. Breeden11. The Supply and Demand of Immediacy: Evidence from the NYSE, Roger D. Huang and Hans R. Stoll12. Black, Merton, and Scholes - Their Central Contribution to Economics, Darrell DuffieIndex.

Fischer Black and the Revolutionary Idea of Finance

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Publisher : John Wiley & Sons
ISBN 13 : 1118203569
Total Pages : 402 pages
Book Rating : 4.1/5 (182 download)

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Book Synopsis Fischer Black and the Revolutionary Idea of Finance by : Perry Mehrling

Download or read book Fischer Black and the Revolutionary Idea of Finance written by Perry Mehrling and published by John Wiley & Sons. This book was released on 2011-12-27 with total page 402 pages. Available in PDF, EPUB and Kindle. Book excerpt: praise for FISCHER BLACK AND THE REVOLUTIONARY IDEA OF FINANCE "The story of Fischer Black. . . . is remarkable both because of the creativity of the man and because of the revolution he brought to Wall Street. . . . Mehrling's book is fascinating." —FINANCIAL TIMES "A fascinating history of things we take for granted in our everyday financial lives." —THE NEW YORK TIMES "Mehrling's book is essential reading for anyone interested in the development of modern finance or the life of an idiosyncratic creative genius." —PUBLISHERS WEEKLY "Fischer Black was more than a vital force in the development of finance theory. He was also a character. Perry Mehrling has captured both sides of the picture: the evolution of thinking about the pricing of risk and time, as well as the thinkers, especially this fascinating eccentric, who worked it out." —ROBERT M. SOWLO, Nobel laureate and Institute Professor of Economics, Emeritus, Massachusetts Institute of Technology "Although I worked closely with Fischer for nine years at Goldman Sachs and clearly recognized both his genius and the breadth and originality of his ideas, until I read this book, I had only the vaguest grasp of the source of his inspiration and no understanding at all of the source of his many idiosyncrasies." —BOB LITTERMAN, Partner, Kepos Capital "Perry Mehrling has done a remarkable job of tracing the intellectual and personal development of one of the most original and complex thinkers of our generation. Fischer Black deserved it: a charming and brilliant book about a charming and brilliant man." —ROBERT E. LUCAS JR., Nobel laureate and Professor of Economics, The University of Chicago

Fischer Black and the Revolutionary Idea of Finance

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Author :
Publisher : John Wiley & Sons
ISBN 13 : 1118287630
Total Pages : 402 pages
Book Rating : 4.1/5 (182 download)

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Book Synopsis Fischer Black and the Revolutionary Idea of Finance by : Perry Mehrling

Download or read book Fischer Black and the Revolutionary Idea of Finance written by Perry Mehrling and published by John Wiley & Sons. This book was released on 2011-11-30 with total page 402 pages. Available in PDF, EPUB and Kindle. Book excerpt: praise for FISCHER BLACK AND THE REVOLUTIONARY IDEA OF FINANCE "The story of Fischer Black. . . . is remarkable both because of the creativity of the man and because of the revolution he brought to Wall Street. . . . Mehrling's book is fascinating." FINANCIAL TIMES "A fascinating history of things we take for granted in our everyday financial lives." THE NEW YORK TIMES "Mehrling's book is essential reading for anyone interested in the development of modern finance or the life of an idiosyncratic creative genius." PUBLISHERS WEEKLY "Fischer Black was more than a vital force in the development of finance theory. He was also a character. Perry Mehrling has captured both sides of the picture: the evolution of thinking about the pricing of risk and time, as well as the thinkers, especially this fascinating eccentric, who worked it out." ROBERT M. SOWLO, Nobel laureate and Institute Professor of Economics, Emeritus, Massachusetts Institute of Technology "Although I worked closely with Fischer for nine years at Goldman Sachs and clearly recognized both his genius and the breadth and originality of his ideas, until I read this book, I had only the vaguest grasp of the source of his inspiration and no understanding at all of the source of his many idiosyncrasies." BOB LITTERMAN, Partner, Kepos Capital "Perry Mehrling has done a remarkable job of tracing the intellectual and personal development of one of the most original and complex thinkers of our generation. Fischer Black deserved it: a charming and brilliant book about a charming and brilliant man." ROBERT E. LUCAS JR., Nobel laureate and Professor of Economics, The University of Chicago

Game-Theoretic Foundations for Probability and Finance

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Publisher : John Wiley & Sons
ISBN 13 : 1118547934
Total Pages : 480 pages
Book Rating : 4.1/5 (185 download)

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Book Synopsis Game-Theoretic Foundations for Probability and Finance by : Glenn Shafer

Download or read book Game-Theoretic Foundations for Probability and Finance written by Glenn Shafer and published by John Wiley & Sons. This book was released on 2019-03-21 with total page 480 pages. Available in PDF, EPUB and Kindle. Book excerpt: Game-theoretic probability and finance come of age Glenn Shafer and Vladimir Vovk’s Probability and Finance, published in 2001, showed that perfect-information games can be used to define mathematical probability. Based on fifteen years of further research, Game-Theoretic Foundations for Probability and Finance presents a mature view of the foundational role game theory can play. Its account of probability theory opens the way to new methods of prediction and testing and makes many statistical methods more transparent and widely usable. Its contributions to finance theory include purely game-theoretic accounts of Ito’s stochastic calculus, the capital asset pricing model, the equity premium, and portfolio theory. Game-Theoretic Foundations for Probability and Finance is a book of research. It is also a teaching resource. Each chapter is supplemented with carefully designed exercises and notes relating the new theory to its historical context. Praise from early readers “Ever since Kolmogorov's Grundbegriffe, the standard mathematical treatment of probability theory has been measure-theoretic. In this ground-breaking work, Shafer and Vovk give a game-theoretic foundation instead. While being just as rigorous, the game-theoretic approach allows for vast and useful generalizations of classical measure-theoretic results, while also giving rise to new, radical ideas for prediction, statistics and mathematical finance without stochastic assumptions. The authors set out their theory in great detail, resulting in what is definitely one of the most important books on the foundations of probability to have appeared in the last few decades.” – Peter Grünwald, CWI and University of Leiden “Shafer and Vovk have thoroughly re-written their 2001 book on the game-theoretic foundations for probability and for finance. They have included an account of the tremendous growth that has occurred since, in the game-theoretic and pathwise approaches to stochastic analysis and in their applications to continuous-time finance. This new book will undoubtedly spur a better understanding of the foundations of these very important fields, and we should all be grateful to its authors.” – Ioannis Karatzas, Columbia University

The Ascent of Market Efficiency

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Publisher : Cornell University Press
ISBN 13 : 1501750399
Total Pages : 202 pages
Book Rating : 4.5/5 (17 download)

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Book Synopsis The Ascent of Market Efficiency by : Simone Polillo

Download or read book The Ascent of Market Efficiency written by Simone Polillo and published by Cornell University Press. This book was released on 2020-08-15 with total page 202 pages. Available in PDF, EPUB and Kindle. Book excerpt: The Ascent of Market Efficiency weaves together historical narrative and quantitative bibliometric data to detail the path financial economists took in order to form one of the central theories of financial economics—the influential efficient-market hypothesis—which states that the behavior of financial markets is unpredictable. As the notorious quip goes, a blindfolded monkey would do better than a group of experts in selecting a portfolio of securities, simply by throwing darts at the financial pages of a newspaper. How did such a hypothesis come to be so influential in the field of financial economics? How did financial economists turn a lack of evidence about systematic patterns in the behavior of financial markets into a foundational approach to the study of finance? Each chapter in Simone Polillo's fascinating meld of economics, science, and sociology focuses on these questions, as well as on collaborative academic networks, and on the values and affects that kept the networks together as they struggled to define what the new field of financial economics should be about. In doing so, he introduces a new dimension—data analysis—to our understanding of the ways knowledge advances. There are patterns in the ways knowledge is produced, and The Ascent of Market Efficiency helps us make sense of these patterns by providing a general framework that can be applied equally to other social and human sciences.

The New Palgrave Dictionary of Economics

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Publisher : Springer
ISBN 13 : 1349588024
Total Pages : 7493 pages
Book Rating : 4.3/5 (495 download)

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Book Synopsis The New Palgrave Dictionary of Economics by :

Download or read book The New Palgrave Dictionary of Economics written by and published by Springer. This book was released on 2016-05-18 with total page 7493 pages. Available in PDF, EPUB and Kindle. Book excerpt: The award-winning The New Palgrave Dictionary of Economics, 2nd edition is now available as a dynamic online resource. Consisting of over 1,900 articles written by leading figures in the field including Nobel prize winners, this is the definitive scholarly reference work for a new generation of economists. Regularly updated! This product is a subscription based product.

Journal of Investment Management

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Publisher :
ISBN 13 :
Total Pages : 428 pages
Book Rating : 4.:/5 ( download)

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Book Synopsis Journal of Investment Management by :

Download or read book Journal of Investment Management written by and published by . This book was released on 2006 with total page 428 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Joschka Fischer and the Making of the Berlin Republic

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Publisher : Oxford University Press on Demand
ISBN 13 : 0195181832
Total Pages : 395 pages
Book Rating : 4.1/5 (951 download)

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Book Synopsis Joschka Fischer and the Making of the Berlin Republic by : Paul Hockenos

Download or read book Joschka Fischer and the Making of the Berlin Republic written by Paul Hockenos and published by Oxford University Press on Demand. This book was released on 2008 with total page 395 pages. Available in PDF, EPUB and Kindle. Book excerpt: Joschka Fischer evolved from a 1960s radical to become one of the first elected Greens in the 1980s, then later Germany's foreign minister. Beginning in the ruins of postwar Germany, this volume offers both a biography of Fischer and an alternative history of postwar Germany.

Suspect Relations

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Publisher : Cornell University Press
ISBN 13 : 9780801438226
Total Pages : 296 pages
Book Rating : 4.4/5 (382 download)

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Book Synopsis Suspect Relations by : Kirsten Fischer

Download or read book Suspect Relations written by Kirsten Fischer and published by Cornell University Press. This book was released on 2002 with total page 296 pages. Available in PDF, EPUB and Kindle. Book excerpt: Over the course of the eighteenth century, race came to seem as corporeal as sex. Kirsten Fischer has mined unpublished court records and travel literature from colonial North Carolina to reveal how early notions of racial difference were shaped by illicit sexual relationships and the sanctions imposed on those who conducted them. Fischer shows how the personal and yet often very public sexual lives of Native American, African American, and European American women and men contributed to the new racial order in this developing slave society. Liaisons between European men and native women, among white and black servants, and between servants and masters, as well as sexual slander among whites and acts of sexualized violence against slaves, were debated, denied, and recorded in the courtrooms of colonial North Carolina. Indentured servants, slaves, Cherokee and Catawba women, and other members of less privileged groups sometimes resisted colonial norms, making sexual choices that irritated neighbors, juries, and magistrates and resulted in legal penalties and other acts of retribution. The sexual practices of ordinary people vividly bring to light the little-known but significant ways in which notions of racial difference were alternately contested and affirmed before the American Revolution.Fischer makes an innovative contribution to the history of race, class, and gender in early America by uncovering a detailed record of illicit sexual exchanges in colonial North Carolina and showing how acts of resistance to sexual rules complicated ideas about inherent racial difference."

Bibliographic Index

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Publisher :
ISBN 13 :
Total Pages : 1304 pages
Book Rating : 4.F/5 ( download)

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Book Synopsis Bibliographic Index by :

Download or read book Bibliographic Index written by and published by . This book was released on 2006 with total page 1304 pages. Available in PDF, EPUB and Kindle. Book excerpt:

American Book Publishing Record

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Publisher :
ISBN 13 :
Total Pages : 854 pages
Book Rating : 4.3/5 (91 download)

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Book Synopsis American Book Publishing Record by :

Download or read book American Book Publishing Record written by and published by . This book was released on 2005 with total page 854 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Black Jacks

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Publisher : Harvard University Press
ISBN 13 : 0674028473
Total Pages : 349 pages
Book Rating : 4.6/5 (74 download)

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Book Synopsis Black Jacks by : W. Jeffrey. Bolster

Download or read book Black Jacks written by W. Jeffrey. Bolster and published by Harvard University Press. This book was released on 2009-06-30 with total page 349 pages. Available in PDF, EPUB and Kindle. Book excerpt: Few Americans, black or white, recognize the degree to which early African American history is a maritime history. W. Jeffrey Bolster shatters the myth that black seafaring in the age of sail was limited to the Middle Passage. Seafaring was one of the most significant occupations among both enslaved and free black men between 1740 and 1865. Tens of thousands of black seamen sailed on lofty clippers and modest coasters. They sailed in whalers, warships, and privateers. Some were slaves, forced to work at sea, but by 1800 most were free men, seeking liberty and economic opportunity aboard ship.Bolster brings an intimate understanding of the sea to this extraordinary chapter in the formation of black America. Because of their unusual mobility, sailors were the eyes and ears to worlds beyond the limited horizon of black communities ashore. Sometimes helping to smuggle slaves to freedom, they were more often a unique conduit for news and information of concern to blacks.But for all its opportunities, life at sea was difficult. Blacks actively contributed to the Atlantic maritime culture shared by all seamen, but were often outsiders within it. Capturing that tension, Black Jacks examines not only how common experiences drew black and white sailors together--even as deeply internalized prejudices drove them apart--but also how the meaning of race aboard ship changed with time. Bolster traces the story to the end of the Civil War, when emancipated blacks began to be systematically excluded from maritime work. Rescuing African American seamen from obscurity, this stirring account reveals the critical role sailors played in helping forge new identities for black people in America.An epic tale of the rise and fall of black seafaring, Black Jacks is African Americans' freedom story presented from a fresh perspective.

In Pursuit of the Perfect Portfolio

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Publisher : Princeton University Press
ISBN 13 : 0691229880
Total Pages : 416 pages
Book Rating : 4.6/5 (912 download)

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Book Synopsis In Pursuit of the Perfect Portfolio by : Andrew W. Lo

Download or read book In Pursuit of the Perfect Portfolio written by Andrew W. Lo and published by Princeton University Press. This book was released on 2023-05-16 with total page 416 pages. Available in PDF, EPUB and Kindle. Book excerpt: How the greatest thinkers in finance changed the field and how their wisdom can help investors today Is there an ideal portfolio of investment assets, one that perfectly balances risk and reward? In Pursuit of the Perfect Portfolio examines this question by profiling and interviewing ten of the most prominent figures in the finance world—Jack Bogle, Charley Ellis, Gene Fama, Marty Leibowitz, Harry Markowitz, Bob Merton, Myron Scholes, Bill Sharpe, Bob Shiller, and Jeremy Siegel. We learn about the personal and intellectual journeys of these luminaries—which include six Nobel Laureates and a trailblazer in mutual funds—and their most innovative contributions. In the process, we come to understand how the science of modern investing came to be. Each of these finance greats discusses their idea of a perfect portfolio, offering invaluable insights to today’s investors. Inspiring such monikers as the Bond Guru, Wall Street’s Wisest Man, and the Wizard of Wharton, these pioneers of investment management provide candid perspectives, both expected and surprising, on a vast array of investment topics—effective diversification, passive versus active investment, security selection and market timing, foreign versus domestic investments, derivative securities, nontraditional assets, irrational investing, and so much more. While the perfect portfolio is ultimately a moving target based on individual age and stage in life, market conditions, and short- and long-term goals, the fundamental principles for success remain constant. Aimed at novice and professional investors alike, In Pursuit of the Perfect Portfolio is a compendium of financial wisdom that no market enthusiast will want to be without.

The Legacy of Robert Lucas, Jr

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Publisher :
ISBN 13 :
Total Pages : 492 pages
Book Rating : 4.F/5 ( download)

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Book Synopsis The Legacy of Robert Lucas, Jr by : Kevin D. Hoover

Download or read book The Legacy of Robert Lucas, Jr written by Kevin D. Hoover and published by . This book was released on 1999 with total page 492 pages. Available in PDF, EPUB and Kindle. Book excerpt:

The Bibliographic Index

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Publisher :
ISBN 13 :
Total Pages : 348 pages
Book Rating : 4.3/5 (91 download)

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Book Synopsis The Bibliographic Index by :

Download or read book The Bibliographic Index written by and published by . This book was released on 2005 with total page 348 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Investment Banking Explained, Second Edition: An Insider's Guide to the Industry

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Publisher : McGraw Hill Professional
ISBN 13 : 1260135659
Total Pages : 368 pages
Book Rating : 4.2/5 (61 download)

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Book Synopsis Investment Banking Explained, Second Edition: An Insider's Guide to the Industry by : Michel Fleuriet

Download or read book Investment Banking Explained, Second Edition: An Insider's Guide to the Industry written by Michel Fleuriet and published by McGraw Hill Professional. This book was released on 2018-12-14 with total page 368 pages. Available in PDF, EPUB and Kindle. Book excerpt: The authoritative guide to investment banking—updated and revised for the new financial landscape What is investment banking? How do investment bankers generate profit for their clients? What is the function of each specialty? How has the industry changed in the past decade? Investment Banking Explained answers these questions—and offers a complete overview of this complex industry. Written in accessible, easy-to-understand language, Investment Banking Explained provides everything you need to identify structures, strategies, and operational aspects of investment banking, and it offers thorough examinations of the operations of the world's most successful firms. With every chapter updated and revised, this peerless work also includes need-to-know information on all-new topics, including developing strategic relationships with large corporate clients, understanding the role of technology, finding the keys for a successful IPO, how to successfully advise a client in mergers and acquisitions, the strategies for value creation in asset management, and startup financing. The only book of its kind written by a seasoned investment banking practitioner, Investment Banking Explained delivers a complete overview of investment banking in its modern form. Whether you’re in the business or planning to launch an investment banking career, this comprehensive guide provides everything you need to succeed.

Japanese Journal of Financial Economics

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Publisher :
ISBN 13 :
Total Pages : 148 pages
Book Rating : 4.:/5 (318 download)

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Book Synopsis Japanese Journal of Financial Economics by :

Download or read book Japanese Journal of Financial Economics written by and published by . This book was released on 1998 with total page 148 pages. Available in PDF, EPUB and Kindle. Book excerpt: