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.

All labels observed (1)

Label Occurrences
Fischer Black canonical 4

How this entity was disambiguated

Statements (48)

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 option pricing model ⓘ
countryOfCitizenship United States of America ⓘ
dateOfBirth 1938-01-11 ⓘ
dateOfDeath 1995-08-30 ⓘ
educatedAt Harvard College ⓘ
linked to: Harvard University

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” ⓘ
“The Pricing of Options and Corporate Liabilities” ⓘ
placeOfBirth Washington, D.C., United States ⓘ
linked to: Washington, D.C.
placeOfDeath Hanover, New Hampshire, United States ⓘ
positionHeld Partner at Goldman Sachs ⓘ
Professor of Finance at MIT Sloan School of Management ⓘ
publicationYearOf 1973: The Pricing of Options and Corporate Liabilities ⓘ
theoryDeveloped Black CAPM (zero-beta CAPM) ⓘ
Black–Derman–Toy interest rate model ⓘ

How these facts were elicited

Referenced by (4)

Full triples — surface form annotated when it differs from this entity's canonical label.

Black–Scholes model → developedBy → Fischer Black ⓘ
Myron Scholes → coAuthorWith → Fischer Black ⓘ
Myron Scholes → influencedBy → Fischer Black ⓘ
Fischer Black Prize → namedAfter → Fischer Black ⓘ