Vinzenz Bronzin
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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…mehr

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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 Black-Scholes price is fairly close to the observed prices, although there are well-known discrepancies such as the option smirk .