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- DescriptionIn order to discuss developments in measurements of financial risk, a seminar on Statistical and Computational Problems in Risk Management: VaR and Beyond VaR! was held, co-sponsored by the University of Rome, La Sapienza, and the bank UBM of the UniCredito Group in the summer of 2001. This book is a collection of the papers from the invited speakers (all revised and updated) and additional contributions from other leading researchers in the field.
- Author BiographyGIORGIO 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.
- PublisherJohn Wiley and Sons Ltd
- Date of Publication24/02/2004
- SubjectManagement Techniques: Professional
- Series TitleWiley Finance Series
- Place of PublicationChichester
- Country of PublicationUnited Kingdom
- ImprintJohn Wiley & Sons Ltd
- Content NoteIllustrations
- Weight1018 g
- Width178 mm
- Height251 mm
- Spine33 mm
- Edited byGiorgio Szego
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