Vinzenz Bronzin
Valuation of Options, Black Scholes, Derivatives Market
Herausgegeben: Benedict, Claus Matthias
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Vinzenz Bronzin (1872 1970) was a professor of mathematics in Trieste, Italy. Bronzin developed an early option pricing formula which was similar to the later Black-Scholes formula. The Black Scholes model is a mathematical model of a financial market containing certain derivative investment instruments. From the model, one can deduce the Black Scholes formula, which gives the price of European-style options. The formula led to a boom in options trading and the creation of the Chicago Board Options Exchange. lt is widely used by options market participants. Many empirical tests have shown the ...
Vinzenz Bronzin (1872 1970) was a professor of mathematics in Trieste, Italy. Bronzin developed an early option pricing formula which was similar to the later Black-Scholes formula. The Black Scholes model is a mathematical model of a financial market containing certain derivative investment instruments. From the model, one can deduce the Black Scholes formula, which gives the price of European-style options. The formula led to a boom in options trading and the creation of the Chicago Board Options Exchange. lt is widely used by options market participants. Many empirical tests have shown the Black-Scholes price is fairly close to the observed prices, although there are well-known discrepancies such as the option smirk .
