Giorgio Szegö - Böcker
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The last five years have witnessed a great momentum in the research into measures of financial risk. After many years of ad-hoc and non-consistent measures, now the problem is finally well formulated and some useful and very user-friendly solutions have been proposed. These new measures of risk should be of great interest for investors, financial institutions as well as for regulators. Under the editorship of Professor Giorgio Szego of the University of Rome "La Sapienza", this book is a collection of the revised and updated papers from prestigious international specialists who are leaders in their field, amongst whom is Robert Engle, a newly-announced Nobel prize-winner in finance. These authors bring a broad perspective across a wide selection of topics, ranging from the critique of some currently used methods, like Value at Risk, to the presentation of some correct risk measures and of some advanced application The book provides a detailed and up-to-date reference for researchers within academia, and risk managers or financial engineers.
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This volume is a compendium of papers presented during the NATO Workshop which took place in Capri, Italy, October 12-18, 1986 on the general subject of "Flow Control of Congested Networks: The Case of Data Processing and Transportation", and of which we acted as co-chairmen. The focus of the workshop was on flow control methodologies, as applied to preventing or reducing congestion on: (1) data communication networks; (2) urban transportation networks; and (3) air traffic control systems. The goals of the workshop included: review of the state-of-the-art of flow control methodologies, in general, and in each of the three application areas; identification of similarities and differences in the objective functions, modeling approaches and mathematics used in the three areas; examination of opportunities for "technology transfers" and for future interactions among researchers in the three areaso These goals were pursued through individual presentations of papers on current research by workshop participants and, in the cases of the second and third goals, through a number of open-ended discussion and-review sessions which were interspersed throughout the workshop's programmeD The full texts or extended summaries of all but a few of the papers given at the workshop are included in this volume.