Description

Book Synopsis
The definitive story of Fischer Black, one of the greatest financial minds of all time Besides revolutionizing finance with the Black-Scholes option pricing model, Fischer Black forever changed Wall Street by developing what is now known as quantitative finance.

Table of Contents
Acknowledgments ix

Foreword xv

Preface xxi

Prologue The Price of Risk 1

ONE Thou Living Ray of Intellectual Fire 23

TWO An Idea in the Rough 49

THREE Some Kind of an Education 73

FOUR Living Up to the Model 99

FIVE Tortuous Economic Intuition 119

SIX The Money Wars 139

SEVEN Global Reach 165

EIGHT Stagflation 189

NINE Changing Fields 215

TEN What Do Traders Do? 231

ELEVEN Exploring General Equilibrium 255

Epilogue Nothing Is Constant 283

Appendix A A Financial Notes Chronology 299

Appendix B A Newsletter Chronology 301

Notes 303

References 327

Index 355

Fischer Black and the Revolutionary Idea of

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    A Paperback / softback by Perry Mehrling, Aaron Brown

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      Publisher: John Wiley & Sons Inc
      Publication Date: Publication Date: 27/01/2012
      ISBN13: 9781118203569, 978-1118203569
      ISBN10: 1118203569

      Description

      Book Synopsis
      The definitive story of Fischer Black, one of the greatest financial minds of all time Besides revolutionizing finance with the Black-Scholes option pricing model, Fischer Black forever changed Wall Street by developing what is now known as quantitative finance.

      Table of Contents
      Acknowledgments ix

      Foreword xv

      Preface xxi

      Prologue The Price of Risk 1

      ONE Thou Living Ray of Intellectual Fire 23

      TWO An Idea in the Rough 49

      THREE Some Kind of an Education 73

      FOUR Living Up to the Model 99

      FIVE Tortuous Economic Intuition 119

      SIX The Money Wars 139

      SEVEN Global Reach 165

      EIGHT Stagflation 189

      NINE Changing Fields 215

      TEN What Do Traders Do? 231

      ELEVEN Exploring General Equilibrium 255

      Epilogue Nothing Is Constant 283

      Appendix A A Financial Notes Chronology 299

      Appendix B A Newsletter Chronology 301

      Notes 303

      References 327

      Index 355

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