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; Li Calzi, Marco
Generally acceptable principles for financial amortization: a modest proposal
DECISIONS IN ECONOMICS AND FINANCE, Forthcoming
Generally acceptable principles for financial amortization: a modest proposal
DECISIONS IN ECONOMICS AND FINANCE, Forthcoming
Flavio Pressacco; Francesca Beccacece; Fabrizio Cacciafesta; Gino Favero; Paola Fersini; Marco Li Calzi; Franco Nardini; Lorenzo Peccati; Laura Ziani
Anatocismo nei piani di ammortamento standardizzati tradizionali
2022
Anatocismo nei piani di ammortamento standardizzati tradizionali
2022
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
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
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; 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; 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