Siddhesh Joshi (Editor)

Vinzenz Bronzin

Updated on
Edit
Like
Comment
Share on FacebookTweet on TwitterShare on LinkedInShare on Reddit
Name
  
Vinzenz Bronzin


Died
  
1970, Trieste, Italy

Vinzenz Bronzin (1872–1970) was a professor of mathematics at the Accademia di Commercio e Nautica, in Trieste, Italy. In 1908 Bronzin published a booklet in German entitled Theorie der Prämiengeschäfte (Theory of Premium Contracts) which is an old type of option contract. Almost like Louis 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 developed an early option pricing formula which was similar to the Black–Scholes formula (1973); he also provided a formulation of put-call parity (Stoll, 1969).

References

Vinzenz Bronzin Wikipedia


Similar Topics