Vinzenz Bronzin's Option Pricing Models

Exposition and Appraisal

Editors: Hafner, Wolfgang, Zimmermann, Heinz (Eds.)

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  • ISBN 978-3-540-85711-2
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About this book

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.

Reviews

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)

Table of contents (27 chapters)

  • Vinzenz Bronzin — Personal Life and Work

    Hafner, Wolfgang (et al.)

    Pages 7-14

  • Stefan Zweig: A Representative Voice of the Time

    Pages 15-15

  • How I Discovered Bronzin’s Book

    Hafner, Wolfgang

    Pages 17-19

  • Facsimile of Bronzin’s Original Treatise

    Bronzin, Vinenz

    Pages 23-111

  • Translation of Bronzin’s Treatise

    Pages 117-200

Buy this book

eBook $169.00
price for USA (gross)
  • ISBN 978-3-540-85711-2
  • Digitally watermarked, DRM-free
  • Included format: PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Hardcover $219.00
price for USA
  • ISBN 978-3-540-85710-5
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
Softcover $219.00
price for USA
  • ISBN 978-3-642-44593-4
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
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Bibliographic Information

Bibliographic Information
Book Title
Vinzenz Bronzin's Option Pricing Models
Book Subtitle
Exposition and Appraisal
Editors
  • Wolfgang Hafner
  • Heinz Zimmermann
Copyright
2009
Publisher
Springer-Verlag Berlin Heidelberg
Copyright Holder
Springer-Verlag Berlin Heidelberg
eBook ISBN
978-3-540-85711-2
DOI
10.1007/978-3-540-85711-2
Hardcover ISBN
978-3-540-85710-5
Softcover ISBN
978-3-642-44593-4
Edition Number
1
Number of Pages
VIII, 562
Topics