Verfügbarkeit: Vinzenz Bronzin's option pricing models

Vinzenz Bronzin's option pricing models: exposition and appraisal

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Bibliographische Detailangaben
Weitere Verfasser:	Bronzin, Vinzenz
Format:	Buch
Sprache:	English German
Veröffentlicht:	Berlin [u.a.] Springer 2009
Schlagworte:	Bronzin, Vinzenz Bronzin, Vinzenz > 1872-1970 Geschichte 1908 Dogmengeschichte Optionspreistheorie Theorie Quelle
Online-Zugang:	Inhaltsverzeichnis
Beschreibung:	Includes reprint of the original German text, a translation, as well as an appreciation of Bronzin's work from various perspectives ... including some details about the professional life and circumstances of the author.
Beschreibung:	VIII, 562 S. Ill., graph. Darst.
ISBN:	9783540857105

Internformat

MARC


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Datensatz im Suchindex

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adam_text	Contents Preface .................................................. 1 Wolfgang Hafner and Heinz Zimmermann 1 Vinzenz Bronzin - Personal Life and Work ....................... 7 Wolfgang Hafner and Heinz Zimmermann Stefan Zweig: A Representative Voice of the Time .................. 15 2 How I Discovered Bronzin s Book ............................. 17 Wolfgang Hafner Part A Theorie der Prämiengeschäfie Vinzenz Bronzin 3 Facsimile of Bronzin s Original Treatise ......................... 23 I. Teil Die verschiedenen Formen und die gegenseitigen Beziehungen der Zeitgeschäfte ........................................... 27 1. Normale Prämiengeschäfte .................................. 27 2. Schiefe Prämiengeschäfte ................................... 42 3. Nochgeschäfte ........................................... 56 II. Teil Untersuchungen höherer Ordnung.............................. 65 1. Ableitung allgemeiner Gleichungen............................ 65 2. Anwendung der allgemeinen Gleichungen auf bestimmte Annahmen über die Funktion f(x) ............................. 81 Contents Part В Theory of Premium Contracts Vinzenz Bronzin 4 Translation of Bronzin s Treatise .............................. 113 Translated by Igor Uszczapowski Comments by Heinz Zimmermann Part I. Different Types and Inter-relationships of Contracts for Future Delivery . . 117 1. Normal Premium Contracts ................................. 117 2. Skewed Premium Contracts ................................. 132 3. Repeat Contracts ......................................... 145 Part II. High Order Analyses ........................................ 153 1. Derivation of General Equations .............................. 153 2. Application of General Equations to Satisfy Certain Assumptions Relating to Function f(x) .......................... 169 References ................................................ 200 Part С Background and Appraisal of Bronzin s Work Introduction ...............................................203 5 A Review and Evaluation of Bronzin s Contribution from a Financial Economics Perspective .......................... 207 Heinz Zimmermann 6 Probabilistic Roots of Financial Modelling: A Historical Perspective .... 251 Heinz Zimmermann 7 The Contribution of the Social-Economic Environment to the Creation of Bronzin s Theory of Premium Contracts ...........293 Wolfgang Hafner Part D Cultural and Socio-Historical Background Introduction ...............................................305 8 The Late Habsburg Monarchy - Economic Spurt or Delayed Modernization? .................................... 307 Josef Schiffer VI Contents 9 A Change in the Paradigm for Teaching Mathematics ............... 323 Wolfgang Hafner Review of Bronzin s Book in the Monatshefte für Mathematik und Physik ................................... 335 10 Monatshefte für Mathematik und Physik - A Showcase of the Culture of Mathematicians in the Habsburgian-Hungarian Empire During the Period from 1890 until 1914........................... 337 Wolfgang Hafner 11 The Certainty of Risk in the Markets of Uncertainty ............... 359 Elena Esposito Part E Trieste Introduction ............................................... 375 12 Speculation and Security. The Financial World in Trieste in the Early Years of the Twentieth Century ........................ 377 Anna Millo 13 The Cultural Landscape of Trieste at the Beginning of the 20th Century - an Essay .................................. 393 Giorgio Gilibert and Francesco Magris 14 Trieste: A Node of the Actuarial Network in the Early 1900s ......... 407 Ermanno Pitocco Part F Finance, Economics and Actuarial Science Introduction ............................................... 427 15 A Short History of Derivative Security Markets ...................431 Ernst Juerg Weber 16 Retrospective Book Review on James Moser: Die Lehre von den Zeitgeschäften und deren Combinationen (1875).............467 Hartmut Schmidt 17 The History of Option Pricing and Hedging ......................471 Espen Gaarder Haug vu Contents 18 The Early History of Option Contracts .........................487 Geoffrey Poltras 19 Bruno de Finetti, Actuarial Sciences and the Theory of Finance in the 20th Century ..........................................519 Flavio Pressacco 20 The Origins of Expected Utility Theory .........................535 Yvan Lengwiler 21 An Early Structured Product: Illustrative Pricing of Repeat Contracts . . 547 Heinz Zimmermann Biographical Notes on the Contributors ........................... 561 Vili
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spelling	Vinzenz Bronzin's option pricing models exposition and appraisal Wolfgang Hafner ... (eds.) Berlin [u.a.] Springer 2009 VIII, 562 S. Ill., graph. Darst. txt rdacontent n rdamedia nc rdacarrier Includes reprint of the original German text, a translation, as well as an appreciation of Bronzin's work from various perspectives ... including some details about the professional life and circumstances of the author. Bronzin, Vinzenz stw Bronzin, Vinzenz 1872-1970 (DE-588)133627977 gnd rswk-swf Geschichte 1908 gnd rswk-swf Dogmengeschichte stw Optionspreistheorie stw Theorie stw Optionspreistheorie (DE-588)4135346-8 gnd rswk-swf (DE-588)4135952-5 Quelle gnd-content Bronzin, Vinzenz 1872-1970 (DE-588)133627977 p Optionspreistheorie (DE-588)4135346-8 s Geschichte 1908 z DE-604 Hafner, Wolfgang 1949-2021 Sonstige (DE-588)123584256 oth Bronzin, Vinzenz 1872-1970 (DE-588)133627977 oth Bronzin, Vinzenz Theorie der Prämiengeschäfte Erscheint auch als Online-Ausgabe 978-3-540-85711-2 Digitalisierung UB Regensburg application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=017005698&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis Theorie der Prämiengeschäfte Vinzenz Bronzin
spellingShingle	Vinzenz Bronzin's option pricing models exposition and appraisal Bronzin, Vinzenz stw Bronzin, Vinzenz 1872-1970 (DE-588)133627977 gnd Dogmengeschichte stw Optionspreistheorie stw Theorie stw Optionspreistheorie (DE-588)4135346-8 gnd
subject_GND	(DE-588)133627977 (DE-588)4135346-8 (DE-588)4135952-5
title	Vinzenz Bronzin's option pricing models exposition and appraisal
title_alt	Theorie der Prämiengeschäfte
title_auth	Vinzenz Bronzin's option pricing models exposition and appraisal
title_exact_search	Vinzenz Bronzin's option pricing models exposition and appraisal
title_full	Vinzenz Bronzin's option pricing models exposition and appraisal Wolfgang Hafner ... (eds.)
title_fullStr	Vinzenz Bronzin's option pricing models exposition and appraisal Wolfgang Hafner ... (eds.)
title_full_unstemmed	Vinzenz Bronzin's option pricing models exposition and appraisal Wolfgang Hafner ... (eds.)
title_short	Vinzenz Bronzin's option pricing models
title_sort	vinzenz bronzin s option pricing models exposition and appraisal
title_sub	exposition and appraisal
topic	Bronzin, Vinzenz stw Bronzin, Vinzenz 1872-1970 (DE-588)133627977 gnd Dogmengeschichte stw Optionspreistheorie stw Theorie stw Optionspreistheorie (DE-588)4135346-8 gnd
topic_facet	Bronzin, Vinzenz Bronzin, Vinzenz 1872-1970 Dogmengeschichte Optionspreistheorie Theorie Quelle
url	http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=017005698&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA
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