In the Press

Some Articles (English/Italian/German/French)

Summary of scientific Susinno's publications can be found HERE .

G. Susinno, "Building Trust" , Structured Products Magazine, February 2005.

G. Susinno, "News and Prices Divorce - Investment Strategies From Behavioral Finance" , December 2004.

Finance-and-Physics Team, "Portfolio Insurance: un opportunità di business" July 2004.

G. Susinno, "Fondi Speculativi: diversificazione di portafoglio e risk management" Mondo Hedge, Maggio 2004.

M.A. Miceli and G. Susinno, "Vermogensmehrung unter Verwendung von Baumstrukturen" Deutsches Risk, Januar 2004.

Peter Laurence and Tai-Ho Wang, "What's a basket worth" Risk Magazine, February 2004, Preprint version.

M.A. Miceli and G. Susinno, "Using Trees to grow money" Hedge Funds Special reports in RISK November 2003 Vol 16/No 11.

Peter Laurence and Tai-Ho Wang, "Sharp upper and lower bounds for basket options", Preprint, September 2003.

Peter Laurence and Edward Stredulinsky, "A comparison principle for an American option on several assets: index and spread options", Electronic Journal of Differential Equations 2003, No. 74, 26pp.

M.A. Miceli and G. Susinno, "Gli alberi per selezionare i fondi" RISK Italia November 2003 Vol 3/No 2

G. Susinno, "Asset-Liability Management for Life Insurances: A dynamic Approach" MEFF-UAM Publications 2003

G. Susinno, "Market crashes prediction: Science or Alchemy?" MEFF-UAM Publications 2002

G. Susinno and G. Iori, @RISK REVIEW: Risk Management on the Web By Financewise.com

G. Susinno and C. Shortland, Book review, "Modelling Financial Derivatives with MATHEMATICA" Review of the W.T. Shaw Book

G. Susinno, "Iterative Matrix Correction Approach to Data Unfolding" CERN-L3 note 1996.

G. Susinno, "L'econofisica, una scienza emergente" Scienza e Business: Anno III, n.1-2, 2001.

Books

G. Susinno et al, "Insurance Optional", Exotic Options: The Cutting-edge Collection Technical Papers Published in Risk 1999-2003, 2003, by Alex Lipton.

Marco Avellaneda and Peter Laurence, "Quantitative Modeling of Derivative Securities: from theory to practice", CRC Press, September 1999.

Lecture Notes

Peter Laurence, Lectures at Courant Institute, NYU and Columbia University.

Peter Laurence, Lectures at University of Roma II "Tor Vergata".

Gabriele Susinno,"Applications of Extreme Value Theory in Finance and Insurance", University of Palermo, and University of Milano "Statale".
(Right click to download the pdf)

• Introduction: Parallels between Insurance and Finance
• Collective Risk Theory ...
• Risk Process in Insurance ...
• Risk measure and reinsurance.

Some Conferences

G. Susinno in Alternative Risk Strategies, "Asset-Liability Management for Life Insurances: A dynamic Approach" Risk Conferences London - New York 2001

A. Miceli and G. Susinno, EPS Conferences-Application of Physics in Financial Analysis 4: "Ultrametricity in Hedge Funds Selection and Fund of Funds Diversification"

E. Simone and G. Susinno, CILEA Seminars "Parallel Computing Solutions for Life Insurance Asset-Liability Management" Milan October 16th 2001.

T. Bochud and G. Susinno, Frontieres en Finance: Les Petits dejeuners de la Finance "Using options in asset liability management: the case of life insurance" Held at the French Institute of Technology.

G. Susinno, First World Congress of the Bachelier Financial Society, Paris 2000 "Life Insurance Contracts with Minimum Guaranteed Returns and Bonus: An Option Pricing Approach"

G. Susinno, IME 2000 "Asset-Liability Management of Life Insurance Contracts: A Contingent Claim Approach"

G. Susinno, An Invitation to Mathematical Finance - Pescara 2002 Gestione attivo-passivo: Finanza, Attuariato e risvolti tecnologici"

Some Interviews

Information Technology and High Performance Computing in the Industry: An interview with SuSE A.G.

Interview with M.Evangelista for Galileo: E lo scienziato scoprì la Borsa

Interview with M.A. Baduel Inserto D, Repubblica, 28/09/1999.