Vinzenz Bronzin's Option Pricing Models: Exposition and Appraisal

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Walmart #: 9783540857105
Vinzenz Bronzin's Option Pricing Models: Exposition and Appraisal
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Hardcover, Springer, 2009, ISBN13 9783540857105, ISBN10 3540857109

About this item

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 Pramiengeschafte (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.

About this item

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 Pramiengeschafte (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.

Specifications

Contributed by: Hafner, Wolfgang
Contributed by: Zimmermann, Heinz
Publisher: Springer Verlag
Publish Date: May 2009
ISBN-13: 9783540857105
ISBN-10: 3540857109
Format: Hardcover
Number of Pages: 562
Shipping Weight (in pounds): 2.3
Product in Inches (L x W x H): 7.25 x 10.25 x 1.0
Walmart No.: 9783540857105
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