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. Ed(S): Hafner, Wolfgang; Zimmermann, Heinz - Vinzenz Bronzin's Option Pricing Models - 9783540857105 - V9783540857105
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Vinzenz Bronzin's Option Pricing Models

€ 198.79
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Description for Vinzenz Bronzin's Option Pricing Models Hardback. In 1908, Vinzenz Bronzin published Theorie der Pramiengeschafte (Theory of Premium Contracts). This volume includes a reprint of the original German text, a translation, and adds an almost forgotten piece of research to the theory of option pricing. Editor(s): Hafner, Wolfgang; Zimmermann, Heinz. Num Pages: 570 pages, biography. BIC Classification: KFFK. Category: (P) Professional & Vocational. Dimension: 244 x 170 x 25. Weight in Grams: 1151.

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 ... Read more

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Product Details

Format
Hardback
Publication date
2008
Publisher
Springer-Verlag Berlin and Heidelberg GmbH & Co. KG Germany
Number of pages
570
Condition
New
Number of Pages
562
Place of Publication
Berlin, Germany
ISBN
9783540857105
SKU
V9783540857105
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15

Reviews for Vinzenz Bronzin's Option Pricing Models
From the reviews: “The volume offers contribution to the scientific, historical and socio-economic background of Bronzin’s work, as well as papers covering the history of derivative markets and option pricing. … The present book demonstrates that Bronzin’s treatise should be numbered among them. Because of this and due to including the additional chapters representing original contributions, the book can ... Read more

Goodreads reviews for Vinzenz Bronzin's Option Pricing Models


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