Among Our Books

Among Our Books
Author: Carnegie Library of Pittsburgh
Publisher:
Total Pages: 868
Release: 1909
Genre: Libraries
ISBN:

Vinzenz Bronzin's Option Pricing Models

Vinzenz Bronzin's Option Pricing Models
Author: Wolfgang Hafner
Publisher: Springer Science & Business Media
Total Pages: 553
Release: 2009-11-18
Genre: Business & Economics
ISBN: 3540857117

In 1908, Vinzenz Bronzin, a professor of mathematics at the Accademia di Commercio e Nautica in Trieste, published a booklet in German entitled Theorie der Prämiengeschäfte (Theory of Premium Contracts) which is an old type of option contract. Almost like Bachelier’s now famous dissertation (1900), the work seems to have been forgotten shortly after it was published. However, almost every element of modern option pricing can be found in Bronzin’s book. He derives option prices for an illustrative set of distributions, including the Normal. - This volume includes a reprint of the original German text, a translation, as well as an appreciation of Bronzin's work from various perspectives (economics, history of finance, sociology, economic history) including some details about the professional life and circumstances of the author. The book brings Bronzin's early work to light again and adds an almost forgotten piece of research to the theory of option pricing.

Publications

Publications
Author:
Publisher:
Total Pages: 844
Release: 1906
Genre:
ISBN:

Includes documents, translations, proceedings, reports, papers.