FRANCESCA BECCACECE
Courses a.y. 2023/2024
20441
MODELLI FINANZIARI PER LA VALUTAZIONE [FINANCIAL MODELS FOR VALUATION]
30268 MATEMATICA GENERALE E FINANZIARIA / MATHEMATICS
30268 MATEMATICA GENERALE E FINANZIARIA / MATHEMATICS
Courses previous a.y.
- Undergraduate courses: Mathematics, Financial Mathematics, Advanced Financial Mathematics.
- Graduate courses: Quantitative Methods for Management, Financial Models for Valuation.
- Master courses: Fixed Income, Asset Pricing.
Biographical note
I was born in February 11th, 1963.
I got my Degree in Economics from Università of Parma.
Actually, I am an Associate Professor of Financial Mathematics at Bocconi University, Milan.
Director of the Bachelor of Science in Economics and Management for Arts, Culture and Communication (2016-2019).
Director of Master in Quantitative Finance and Risk Management (2008-2010; 2012-2014).
Research interests
My main research interests are: Quantitative Finance: financial markets models; asset pricing; term structure models, Decision theory and decision making in Finance: benchmarking models, Risk theory: models and applications for default risk.
Selected Publications
Beccacece, Francesca; Castagnoli, Erio
Time dominance and I.R.R.
Modelling Reality and Personal Modelling, 1993
Time dominance and I.R.R.
Modelling Reality and Personal Modelling, 1993
Beccacece, Francesca; Peccati, Lorenzo
Immunization strategies in linear models
Operations Research Models in Quantitative Finance, 1994
Immunization strategies in linear models
Operations Research Models in Quantitative Finance, 1994
Beccacece, Francesca
On the flexible functional forms
RIVISTA DI MATEMATICA PER LE SCIENZE ECONOMICHE E SOCIALI, 1994
On the flexible functional forms
RIVISTA DI MATEMATICA PER LE SCIENZE ECONOMICHE E SOCIALI, 1994
Beccacece, Francesca
Linear operator, time dominance and IRR
RIVISTA DI MATEMATICA PER LE SCIENZE ECONOMICHE E SOCIALI, 1995
Linear operator, time dominance and IRR
RIVISTA DI MATEMATICA PER LE SCIENZE ECONOMICHE E SOCIALI, 1995
Beccacece, Francesca; Tasca, Roberto; Tibiletti, Luisa
The Macaulay duration: a key indicator for the risk-adjustment in fair value
INTERNATIONAL JOURNAL OF BUSINESS AND MANAGEMENT, 2018
The Macaulay duration: a key indicator for the risk-adjustment in fair value
INTERNATIONAL JOURNAL OF BUSINESS AND MANAGEMENT, 2018
Beccacece, Francesca; Cantù, Valeria
Enhancing portfolio diversification: are diamonds forever?
THE JOURNAL OF INVESTING, 2015
Enhancing portfolio diversification: are diamonds forever?
THE JOURNAL OF INVESTING, 2015
Beccacece, Francesca; Borgonovo, Emanuele; Buzzard, Greg; Cillo, Alessandra; Zionts, Stanley
Elicitation of multiattribute value functions through high dimensional model representations: monotonicity and interactions
EUROPEAN JOURNAL OF OPERATIONAL RESEARCH, 2015
Elicitation of multiattribute value functions through high dimensional model representations: monotonicity and interactions
EUROPEAN JOURNAL OF OPERATIONAL RESEARCH, 2015
Beccacece, Francesca; Borgonovo, Emanuele
Functional ANOVA, ultramodularity and monotonicity: applications in multiattribute utility theory
EUROPEAN JOURNAL OF OPERATIONAL RESEARCH, 2011
Functional ANOVA, ultramodularity and monotonicity: applications in multiattribute utility theory
EUROPEAN JOURNAL OF OPERATIONAL RESEARCH, 2011
Beccacece, Francesca; Borgonovo, Emanuele
Brand valuation: A comparison of alternative models
INTERNATIONAL JOURNAL OF OPERATIONAL RESEARCH, 2009
Brand valuation: A comparison of alternative models
INTERNATIONAL JOURNAL OF OPERATIONAL RESEARCH, 2009
Beccacece, Francesca; Cillo, Alessandra
Applying the benchmarking procedure: a decision criterion of choice under risk
THEORY AND DECISION, 2006
Applying the benchmarking procedure: a decision criterion of choice under risk
THEORY AND DECISION, 2006
Battauz, Anna; Beccacece, Francesca
Dividend and Uncertainty: Evidence from the italian market
Internal Journal of Theoretical and Applied Finance, 2004
Dividend and Uncertainty: Evidence from the italian market
Internal Journal of Theoretical and Applied Finance, 2004
Beccacece, Francesca; P. Gallo; Peccati, Lorenzo
Survival Risk & Project Evaluation
Soft Computing for Risk Evaluation and Management, 2001
Survival Risk & Project Evaluation
Soft Computing for Risk Evaluation and Management, 2001
Beccacece, Francesca
Time Dominance in a Stochastic Framework
GIORNALE DELL'ISTITUTO ITALIANO DEGLI ATTUARI, 1996
Time Dominance in a Stochastic Framework
GIORNALE DELL'ISTITUTO ITALIANO DEGLI ATTUARI, 1996