Vinzenz Bronzin's Option Pricing Models

Exposition and Appraisal

Häftad, Engelska, 2014

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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.

Produktinformation

Utgivningsdatum2014-06-25
Mått168 x 240 x undefined mm
FormatHäftad
SpråkEngelska
Antal sidor562
FörlagSpringer-Verlag Berlin and Heidelberg GmbH & Co. KG
ISBN9783642445934

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Finansiering inom Ekonomi och ledarskap
Nationalekonomi inom Ekonomi och ledarskap
Historia inom Historia och arkeologi
Historia: teori och metod inom Historia och arkeologi

Vinzenz Bronzin — Personal Life and work.- Vinzenz Bronzin — Personal Life and Work.- Stefan Zweig: A Representative Voice of the Time.- Stefan Zweig: A Representative Voice of the Time.- How I Discovered Bronzin’s Book.- How I Discovered Bronzin’s Book.- Theorie der Prämiengeschäfte.- Facsimile of Bronzin’s Original Treatise.- Theory of Premium Contracts.- Translation of Bronzin’s Treatise.- Background and Appraisal of Bronzin’s Work.- A Review and Evaluation of Bronzin’s Contribution from a Financial Economics Perspective.- Probabilistic Roots of Financial Modelling: A Historical Perspective.- The Contribution of the Social-Economic Environment to the Creation of Bronzin’s “Theory of Premium Contracts”.- Cultural and Socio-Historical Background.- The Late Habsburg Monarchy — Economic Spurt or Delayed Modernization?.- A Change in the Paradigm for Teaching Mathematics.- Review of Bronzin’s Book in the “Monatshefte für Mathematik und Physik”.- Monatshefte für Mathematik und Physik — A Showcase of the Culture of Mathematicians in the Habsburgian-Hungarian Empire During the Period from 1890 until 1914.- The Certainty of Risk in the Markets of Uncertainty.- Trieste.- Speculation and Security. The Financial World in Trieste in the Early Years of the Twentieth Century.- The Cultural Landscape of Trieste at the Beginning of the 20th Century — an Essay.- Trieste: A Node of the Actuarial Network in the Early 1900s.- Finance, Economics and Actuarial Science.- A Short History of Derivative Security Markets.- Retrospective Book Review on James Moser: “Die Lehre von den Zeitgeschäften und deren Combinationen” (1875).- The History of Option Pricing and Hedging.- The Early History of Option Contracts.- Bruno de Finetti, Actuarial Sciences andthe Theory of Finance in the 20th Century.- The Origins of Expected Utility Theory.- An Early Structured Product: Illustrative Pricing of Repeat Contracts.

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 be recommended as particularly relevant for those interested in the history of option pricing and hedging." (Ryszard Doman, Zentralblatt MATH, Vol. 1184, 2010)