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001480888 019__ $$a1397052209
001480888 020__ $$a9783031323348$$q(electronic bk.)
001480888 020__ $$a3031323343$$q(electronic bk.)
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001480888 0247_ $$a10.1007/978-3-031-32334-8$$2doi
001480888 035__ $$aSP(OCoLC)1397576099
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001480888 050_4 $$aHF5691
001480888 08204 $$a332.0151$$223/eng/20230925
001480888 24500 $$aIn the footsteps of Giorgio Philip Szegö :$$bhis scientific contributions, life, and legacy /$$cRita Laura D'Ecclesia, Rosella Castellano, Giovanni M. Zambruno, editors.
001480888 260__ $$aCham :$$bSpringer,$$c2023.
001480888 300__ $$a1 online resource (244 p.).
001480888 4901_ $$aInternational series in operations research and management science ;$$vv.346
001480888 5050_ $$aIntro -- Preface -- Contents -- Chapter 1: Life and Deeds -- Reference -- Chapter 2: His Scientific Contribution -- 2.1 Theory of Stability and Global Optimization -- By Francesco Archetti -- 2.2 Quantitative Economics and Portfolio Theory -- By Giovanni Zambruno -- 2.3 Financial Regulation and Risk Measures -- By Giorgio Consigli -- Chapter 3: His Own Words -- 3.1 Preface and Digressions -- 3.2 The Electrical Engineering Job -- 3.3 My job in the US -- 3.4 Back to Italy -- 3.5 Toward the Professorship -- 3.6 IMF and the Oil -- 3.7 SPQR -- 3.8 Il Tempo -- 3.9 Questions and Projects
001480888 5058_ $$aChapter 4: Selected Papers -- 4.1 ``On a New Partial Differential Equation for the Stability Analysis of Time-Invariant Control Systems. ́́Journal of SIAM C... -- 4.2 ``Bank Asset Management and Financial Insurance. ́́Journal of Banking and Finance, Vol. 10, 1986 -- 4.3 ``The Role of Capital in Financial Institutions, ́́Journal of Banking and Finance, Vol. 19, 1995 -- 4.4 ``Risk-Based Capital in the European Economic Community. ́́Journal of Banking and Finance, Vol. 19, 1995 -- 4.5 ``Measures of Risks. ́́Journal of Banking and Finance, Vol. 26, 2002
001480888 5058_ $$a4.6 ``Crash 08: A Regulatory Debacle to be Mended. ́́Special Paper #189 LSE Financial Market Group Paper Series, 2010 -- 4.7 ``Causes of the Economic Crisis: Can the Flap of a Butterfly Wing in Brazil Destroy the Coliseum After 30 Years? ́́Journal... -- 4.8 ``On the (Non) Acceptance of Innovations ́́in Risk Measures for the 21st Century. Wiley 2005 -- Chapter 5: In Our Hearts -- 5.1 His Academic Pupils -- 5.2 His Students -- Chapter 6: Some Snapshots -- References -- Books -- Selected Papers
001480888 506__ $$aAccess limited to authorized users.
001480888 520__ $$aThis book offers essential information on the life and career of the recently deceased Giorgio P. Szeg, particularly his important contributions in various areas of mathematical programming and applications to financial markets. It highlights the developments in the fields of stability theory and dynamical systems brought about by his work in the early 1960s and 1970s, then moves on to address his valuable contributions to portfolio theory in the late 1970s and early 1980s, and, finally, examines his work in the field of risk management and the role of financial regulation in the late 1990s. The book explores Giorgio P. Szegs contributions in diverse research areas ranging from global optimization, theory of stability and dynamical systems to applications of financial mathematics to portfolio theory, risk measurement and financial regulation. It also covers his consulting work for such major international institutions as the IMF, World Bank and OECD.
001480888 588__ $$aOnline resource; title from PDF title page (SpringerLink, viewed September 25, 2023).
001480888 60010 $$aSzegö, G. P.
001480888 650_0 $$aBusiness mathematics.
001480888 650_6 $$aMathématiques financières.
001480888 655_0 $$aElectronic books.
001480888 7001_ $$aD'Ecclesia, Rita L.
001480888 7001_ $$aCastellano, Rosella.
001480888 7001_ $$aZambruno, Giovanni.
001480888 77608 $$iPrint version:$$aD'Ecclesia, Rita Laura$$tIn the Footsteps of Giorgio Philip Szegö$$dCham : Springer International Publishing AG,c2023$$z9783031323331
001480888 830_0 $$aInternational series in operations research & management science ;$$v346.
001480888 852__ $$bebk
001480888 85640 $$3Springer Nature$$uhttps://univsouthin.idm.oclc.org/login?url=https://link.springer.com/10.1007/978-3-031-32334-8$$zOnline Access$$91397441.1
001480888 909CO $$ooai:library.usi.edu:1480888$$pGLOBAL_SET
001480888 980__ $$aBIB
001480888 980__ $$aEBOOK
001480888 982__ $$aEbook
001480888 983__ $$aOnline
001480888 994__ $$a92$$bISE