Financial Times FT.com

A mathematician with a mission

By John Gapper

Published: September 11 2005 17:38 | Last updated: September 11 2005 17:38

By John Gapper Fischer Black and the Revolutionary Idea of Finance. By Perry Mehrling. Wiley. $29.95/£19.99

The story of Fischer Black – the Black behind the Black-Scholes model for pricing options – is remarkable both because of the creativity of the man and because of the revolution that he brought to Wall Street.

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