Business & Economics Books:

Vinzenz Bronzin's Option Pricing Models

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Hardback
$410.99
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Description

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.
Release date Australia
July 13th, 2009
Audience
  • Professional & Vocational
Contributors
  • Edited by Heinz Zimmermann
  • Edited by Wolfgang Hafner
Illustrations
VIII, 562 p.
Pages
562
Dimensions
170x244x25
ISBN-13
9783540857105
Product ID
3682776

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