
Vinzenz Bronzin's Option Pricing Models
Kurzinformation



inkl. MwSt. Versandinformationen
Artikel zZt. nicht lieferbar
Artikel zZt. nicht lieferbar

Beschreibung
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. von Hafner, Wolfgang und Zimmermann, Heinz
Produktdetails

So garantieren wir Dir zu jeder Zeit Premiumqualität.
Über den Autor
- Hardcover
- 273 Seiten
- Erschienen 2014
- Palgrave Macmillan
- Gebunden
- 437 Seiten
- Erschienen 2004
- Springer
- Gebunden
- 1144 Seiten
- Erschienen 2014
- The MIT Press
- Hardcover
- 452 Seiten
- Erschienen 2002
- Vieweg Verlag
- Gebunden
- 360 Seiten
- Erschienen 2011
- Wiley
- Kartoniert
- 839 Seiten
- Erschienen 2016
- Schäffer-Poeschel
- paperback
- 84 Seiten
- Erschienen 2013
- Diplomica Verlag
- Kartoniert
- 668 Seiten
- Erschienen 2000
- Springer
- Gebunden
- 284 Seiten
- Erschienen 2014
- Springer