Giorgio Szegö

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Giorgio Szegö , also George Philip Szegö (born July 10, 1934 in Como ; † April 14, 2020 ), was an Italian mathematician and financial scientist.

Life

Szegö went to school in Pavia (Collegio Ghisleri) with the degree in 1952 and studied physics at the University of Pavia with the Laurea degree in 1956. He researched at AGIP in nuclear physics, was an assistant at the Milan Polytechnic and from 1958 to 1960 at the Technical University of Darmstadt as well 1960 to 1964 in the USA. He was Assistant Professor at the Center for Control Studies at Purdue University and then at the Research Institute for Advanced Studies in Baltimore . In 1964 he received the license to teach control theory and taught at the University of Milan. In 1970 he became Associate Professor of Mathematics at the University of Cagliari and in 1973 Full Professor at the University of Venice . From 1975 to 1984 he was professor of financial mathematics at the University of Bergamo and its rector. From 1984 he was a professor at La Sapienza University in Rome (banking and finance). There he was also director of the Postgraduate School of Banking Policy and Law at his university.

He was visiting professor at the Massachusetts Institute of Technology , Case Western Reserve University , Cornell University, and Purdue University . In 1984 he was a Fulbright scholar. In 2000 he received an honorary doctorate in economics from the University of Bergamo . From 1984 to 1994 he was co-director of the study group on the Italian banking system at New York University . He advised the International Monetary Fund and the World Bank and was on various OECD committees (from 1983 to 1985 he was Vice-President of the Information, Computer and Communication Policies Committee of the OECD). From 1975 to 1984 he was rector of the Ateneo di scienze lettere ed arti di Bergamo . There he organized the first Italian meeting of the European Finance Association (Efa).

He was co-editor (and co-founder in 1977) of the Journal of Banking and Finance (Elsevier). In 1988 he was President of the European Finance Association and from 1990 to 1996 President of the Italian Institute for Options and Futures. He was also on various supervisory boards. In 1974 he was one of the founders of the journal Mathematical System Theory .

Szegö was the co-author of a monograph on the stability theory of dynamic systems in the basic teaching series.

Fonts

  • with Nam P. Bhatia : Stability Theory of Dynamical Systems, Grundlehren der Mathematischen Wissenschaften 161, Springer 1970
  • Portfolio theory. With Application to Bank Asset Management, Academic Press 1980
  • Il Sistema Finanziario: Economia e Regolamentazione, McGraw Hill 1995 (received the St. Vincent Prize for Economics in 1996)
  • with Karl Shell: Mathematical Methods in Investment and Finance, North Holland 1973

Web links

Individual evidence

  1. ^ Obituary in Bergamo News, April 14, 2020
  2. Brief biography in George Kaufman, Banking Structures in Major Countries, Springer 1992
  3. Lutto per l'Università di Bergamo, È morto il professor Giorgio Szegö , L'Echo de Bergamo, April 14, 2020