Hafner, Wolfgang
Vinzenz Bronzin’s Option Pricing Models
1. Vinzenz Bronzin — Personal Life and Work
Wolfgang Hafner, Heinz Zimmermann
2. Stefan Zweig: A Representative Voice of the Time
3. How I Discovered Bronzin’s Book
Wolfgang Hafner
Part A. Theorie der Prämiengeschäfte
4. Facsimile of Bronzin’s Original Treatise
Vinenz Bronzin
Part B. Theory of Premium Contracts
5. Translation of Bronzin’s Treatise
Part C. Background and Appraisal of Bronzin’s Work
6. Introduction
7. A Review and Evaluation of Bronzin’s Contribution from a Financial Economics Perspective
Heinz Zimmermann
8. Probabilistic Roots of Financial Modelling: A Historical Perspective
Heinz Zimmermann
9. The Contribution of the Social-Economic Environment to the Creation of Bronzin’s “Theory of Premium Contracts”
Wolfgang Hafner
Part D. Cultural and Socio-Historical Background
10. Introduction
11. The Late Habsburg Monarchy — Economic Spurt or Delayed Modernization?
Josef Schiffer
12. A Change in the Paradigm for Teaching Mathematics
Wolfgang Hafner
13. Review of Bronzin’s Book in the “Monatshefte für Mathematik und Physik”
14.
Wolfgang Hafner
15. The Certainty of Risk in the Markets of Uncertainty
Elena Esposito
Part E. Trieste
16. Introduction
17. Speculation and Security. The Financial World in Trieste in the Early Years of the Twentieth Century
Anna Millo
18. The Cultural Landscape of Trieste at the Beginning of the 20
Giorgio Gilibert, Francesco Magris
19. Trieste: A Node of the Actuarial Network in the Early 1900s
Ermanno Pitacco
Part F. Finance, Economics and Actuarial Science
20. Introduction
21. A Short History of Derivative Security Markets
Ernst Juerg Weber
22. Retrospective Book Review on James Moser: “Die Lehre von den Zeitgeschäften und deren Combinationen” (1875)
Hartmut Schmidt
23. The History of Option Pricing and Hedging
Espen Gaarder Haug
24. The Early History of Option Contracts
Geoffrey Poitras
25. Bruno de Finetti, Actuarial Sciences and the Theory of Finance in the 20th Century
Flavio Pressacco
26. The Origins of Expected Utility Theory
Yvan Lengwiler
27. An Early Structured Product: Illustrative Pricing of Repeat Contracts
Heinz Zimmermann
Avainsanat: Economics/Management Science, Finance /Banking, Methodology and the History of Economic Thought, History
- Tekijä(t)
- Hafner, Wolfgang
- Zimmermann, Heinz
- Julkaisija
- Springer
- Julkaisuvuosi
- 2009
- Kieli
- en
- Painos
- 1
- Sivumäärä
- 568 sivua
- Kategoria
- Talous
- Tiedostomuoto
- E-kirja
- eISBN (PDF)
- 9783540857112