This book offers essential information on the life and career of the recently deceased Giorgio P. Szegö, 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. Szegö’s 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.
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