Author: Publisher:
ISBN:
Category :
Languages : en
Pages : 66
Book Description
Monatshefte Für Deutsche Sprache und Pädagogik
Author: Monatshefte Der Kunstwissenschaftlichen Literatur
Author: Collection of Reprints, Clippings, Etc. from Zeitschrift Für Psychologie, Sozialistische Monatshefte, and Other Periodicals, Etc.
Author: Otto LipmannMonatshefte
Author: International Catalogue of Scientific Literature, 1901-1914
Author: International Catalogue of Scientific Literature
Author: Monatshefte für deutschen Unterricht
Author: Max GriebschPublisher:
ISBN:
Category : German language
Languages : en
Pages : 452
Book Description
Monatshefte Für Deutschen Unterricht
Author: Vinzenz Bronzin's Option Pricing Models
Author: Wolfgang HafnerPublisher: Springer Science & Business Media
ISBN: 3540857117
Category : Business & Economics
Languages : en
Pages : 562
Book 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.
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