Fischer Black

E284677

Fischer Black was an American economist and financial theorist best known for co-developing the Black–Scholes option pricing model, a foundational tool in modern quantitative finance.

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Fischer Black canonical 3

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Predicate Object
instanceOf American
academic
economist
financial theorist
academicDegree PhD in applied mathematics
awardReceived Financial Engineer of the Year
Paul A. Samuelson Award
burialPlace Hanover, New Hampshire, United States
causeOfDeath throat cancer
coAuthorWith Myron Scholes
Robert C. Merton
coDeveloperOf Black–Scholes model
surface form: Black–Scholes option pricing model
countryOfCitizenship United States of America
dateOfBirth 1938-01-11
dateOfDeath 1995-08-30
educatedAt Harvard University
surface form: Harvard College

Harvard University
employer Arthur D. Little
Goldman Sachs
Massachusetts Institute of Technology
University of Chicago
familyName Black
fieldOfWork asset pricing
financial economics
macroeconomics
quantitative finance
fullName Fischer Sheffey Black
givenName Fischer
influenced development of modern derivatives markets
risk management practices in finance
influencedBy Eugene Fama
Paul Samuelson
knownFor Black–Derman–Toy model
Black–Scholes model
contributions to general equilibrium macroeconomics
option pricing theory
work on noise trading
memberOf American Finance Association
notableWork “Business Cycles and Equilibrium”
“Noise”
Black–Scholes model
surface form: “The Pricing of Options and Corporate Liabilities”
placeOfBirth Washington, D.C.
surface form: Washington, D.C., United States
placeOfDeath Hanover, New Hampshire, United States
positionHeld Partner at Goldman Sachs
Professor of Finance at MIT Sloan School of Management
publicationYearOf Black–Scholes model
surface form: 1973: The Pricing of Options and Corporate Liabilities
theoryDeveloped Black CAPM (zero-beta CAPM)
Black–Derman–Toy model
surface form: Black–Derman–Toy interest rate model

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Referenced by (3)

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Black–Scholes model developedBy Fischer Black
Myron Scholes coAuthorWith Fischer Black
Myron Scholes influencedBy Fischer Black