Vinzenz Bronzin's Option Pricing Models (eBook)

Contents 5
Preface 9
1 Vinzenz Bronzin – Personal Life and Work 15
Stefan Zweig: A Representative Voice of the Time 23
2 How I Discovered Bronzin’s Book 24
Part A 27
3 Facsimile of Bronzin’s Original Treatise 28
Part B Theory of Premium Contracts 117
4 Translation of Bronzin’s Treatise 117
Part C Background and Appraisal of Bronzin’s Work 204
5 A Review and Evaluation of Bronzin’s Contribution from a Financial Economics Perspective 208
6 Probabilistic Roots of Financial Modelling: A Historical Perspective 252
7 The Contribution of the Social-Economic Environment to the Creation of Bronzin’s Theory of Premium Contracts 293
Part D Cultural and Socio-Historical Background 302
8 The Late Habsburg Monarchy – Economic Spurt or Delayed Modernization? 305
9 A Change in the Paradigm for Teaching Mathematics 321
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 334
11 The Certainty of Risk in the Markets of Uncertainty 356
Part E Trieste 370
12 Speculation and Security. The Financial World in Trieste in the Early Years of the Twentieth Century 373
13 The Cultural Landscape of Trieste at the Beginning of the 20th Century – an Essay 389
Part F Finance, Economics and Actuarial Science 421
15 A Short History of Derivative Security Markets 425
16 Retrospective Book Review on James Moser: "Die Lehre von den Zeitgeschäften und deren Combinationen" ( 1875) 461
17 The History of Option Pricing and Hedging 465
18 The Early History of Option Contracts 481
19 Bruno de Finetti, Actuarial Sciences and the Theory of Finance in the 20th Century 513
20 The Origins of Expected Utility Theory 528
21 An Early Structured Product: Illustrative Pricing of Repeat Contracts 539
Biographical Notes on the Contributors 552