In the footsteps of Giorgio Philip Szegö : his scientific contributions, life, and legacy / Rita Laura D'Ecclesia, Rosella Castellano, Giovanni M. Zambruno, editors.
D'Ecclesia, Rita L.; Castellano, Rosella.; Zambruno, Giovanni.
2023
HF5691
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Title
In the footsteps of Giorgio Philip Szegö : his scientific contributions, life, and legacy / Rita Laura D'Ecclesia, Rosella Castellano, Giovanni M. Zambruno, editors.
ISBN
9783031323348 (electronic bk.)
3031323343 (electronic bk.)
3031323335
9783031323331
DOI
https://doi.org/10.1007/978-3-031-32334-8
Publication Details
Cham : Springer, 2023.
Language
English
Description
1 online resource (244 p.).
Item Number
10.1007/978-3-031-32334-8 doi
Call Number
HF5691
Dewey Decimal Classification
332.0151
Summary
This 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.
Access Note
Access limited to authorized users.
Source of Description
Online resource; title from PDF title page (SpringerLink, viewed September 25, 2023).
Added Author
D'Ecclesia, Rita L.
Castellano, Rosella.
Zambruno, Giovanni.
Series
International series in operations research & management science ; 346.
Available in Other Form
In the Footsteps of Giorgio Philip Szegö
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Intro
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

Chapter 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

4.6 ``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

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