Vinzenz Bronzin's Option Pricing Models Hafner WolfgangPevná vazba
Vinzenz Bronzin's Option Pricing Models Hafner WolfgangPevná vazba In 1908, Vinzenz Bronzin, a professor of mathematics at the Accademia di Commercio e Nautica in Trieste, published a booklet in…
Specifikacia Vinzenz Bronzin's Option Pricing Models Hafner WolfgangPevná vazba
Vinzenz Bronzin's Option Pricing Models Hafner WolfgangPevná vazba
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. However, almost every element of modern option pricing can be found in Bronzin s book. Almost like Bachelier s now famous dissertation (1900), the work seems to have been forgotten shortly after it was published.
- 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. He derives option prices for an illustrative set of distributions, including the Normal. The book brings Bronzin's early work to light again and adds an almost forgotten piece of research to the theory of option pricing.
Nonlinear Option Pricing
Pricing Strategies
Asset Pricing