Risk Measures for the 21st CenturyISBN: 978-0-470-86154-7
Hardcover
512 pages
April 2004
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GIORGIO SZEGO graduated in Physics at the University of
Pavia. After postgraduate studies at the Technische Hochschule
Darmstadt, he held teaching and research positions (Research
Institute of Advanced Studies) in the USA. From 1964 to 1970 he had
an appointment at the Faculty of Sciences of the University of
Milan, and held visitng poisitions in various US universities. He
was then granted a chair in Mathematics for Economics at the
University of Venice and in 1977 he co-founded and became Managing
Director of the Journal of Banking and Finance. Giorgio
Szego holds a chair in "Economics of Financial Markets" at the
University of Rome and in January 2000 the University of Bergamo
awarded him an honorary degree in Economics. His current line of
research is on Risk Measures and their regulatory impact. He is the
author of more than 200 research papers and books on many subjects
ranging from the theory of dynamical systems, to optimisation and
portfolio theory.