I shot this with an umbrella - first time I've done that - but not exactly the kind of umbrella that Annie Liebowitz might pack:
A blue throw draped over two chairs and a child's umbrella makes a handy impromptu studio - if you don't mind your colour balance being thrown way off. Since I knew I was converting these to black and white, I didn't care so much.
The improvement in the light in shooting with an umbrella - even a child's toy umbrella - was pretty remarkable. I understand they're not particularly expensive things to buy, although I recommend you get yours from a photography store and not the supermarket.