Work and Teaching Experience

2008-present Erasmus University Visiting professor Financial Management
2008-2011 Birkbeck College Visiting Professor Commodities Asset Pricing
2001-present Università “La Sapienza” Full professor Quantitative methods
1998-2001 University of Foggia Associate Professor Financial Mathematics
1993-1008 University of Urbino Researcher Financial Mathematics
1983-1993 Censis, Isis, Dept of Interior Statistical Consultant

Education and Training

1978-1983 Statistics University of Rome “La Sapienza” Bachelor Degree
1986-1990 Corporate Finance University of Bergamo PhD Research

2009
1) Analysis of Credit Risk Market: signaling of CDS.
2) Analysis of market integration among energy commodities in US and EU
3) Emission trading and the new financial instruments University of Rome “La Sapienza”. Department of Research and University, Prin 2007

2008
1) Currency exchange modelling using a stochastic control approach
2) Analysis of relationship between CDs and equity. University of Rome “La Sapienza”. Department of Research and University, Prin 2007

2007
1) Using non parametric approach to estimate default probabilities. Using a non parametric approach to price financial securities
2) Term structure of Interest rates and the EH in the euro area University of Rome “La Sapienza”.

2006
1) Common Cycles and common trends in financial markets
2) Using a non parametric approach to price financial securities University of Rome “La Sapienza”.

• article Tompkins, R. D’Eccclesia R.L. Unconditional Return Disturbances: a non parametric Simulation Approach” . Journal of Banking and Finance, 30, 2006, 287-314.
• Article Musti, S. D’Ecclesia .L. Term Structure of interest Rate the Expectation Hypothesis: the Euro Area”, European Journal of Operational Research, 185(3): 1596-1606 (2008)
• Article D’Ecclesia R.L. Risk Management in commodity and financial markets” editorial. Journal of Banking and Finance, 32, 2008, 1989-1990..
• Article Castellao, R.; Cerqueti, R., D’Ecclesia R.L. A disutility based drift control for Exchange Rates” the Journal of Economic Dynamics and Control. In press
• Article Bencivenga C., Sargenti G., D’Ecclesia R.L. Energy markets: crucial relationships between prices”.
• edited by M. Corazza Mathematical and Statistical Methods for Actuarial Sciences and Finance 1, 43-53, Springer Verlag 2009..
• Article Bencivenga C., Sargenti G., D’Ecclesia R.L Integration of energy commodity prices in US and Europe Under revision for the Energy Journal.
• Article Costantini M., D’Ecclesia R.L Comovements and Correlations in International Stock Markets”.
• European Journal of Finance, 12, 2006, 567-582
• Working Paper Musti S., D’Ecclesia R.L “Segmentation and anomalous return behaviour in the Italian market”
• Quaderni del Dipartimento di Matematica, Statistica e Informatica Applicata dell’Università degli Studi di Bergamo, n.12, 2004.
• Working Paper D’Ecclesia R.L A forward contract in the electricy market to manage marekt power” .
• WP n. 6 2007 Department of Quantitative Methods for Political Choices. Sapienza University of Rome
• Editorship D’Ecclesia R.L Financial Modeling and Risk Management Featured Issue European Journal of Operational Research
• Editorship D’Ecclesia R.L Risk Measurement and Control Special Issue Journal of Banking and Finance