RITA LAURA D'ECCLESIA

Full professor

email: rita.decclesia@uniroma1.it
phone: 0649910474




Research products

11573/1680553 - 2024 - Firms' profitability and ESG score: A machine learning approach
D'amato, V.; D'ecclesia, R.; Levantesi, S. - 01a Articolo in rivista
paper: APPLIED STOCHASTIC MODELS IN BUSINESS AND INDUSTRY (Chichester: John Wiley & Sons, ©1999-) pp. 243-261 - issn: 1524-1904 - wos: WOS:000961644400001 (3) - scopus: 2-s2.0-85151433706 (4)

11573/1703442 - 2024 - Energy ETF performance: The role of fossil fuels
D'ecclesia, R. L.; Morelli, G.; Stefanelli, K. - 01a Articolo in rivista
paper: ENERGY ECONOMICS (Elsevier Science Limited:Oxford Fulfillment Center, PO Box 800, Kidlington Oxford OX5 1DX United Kingdom:011 44 1865 843000, 011 44 1865 843699, EMAIL: asianfo@elsevier.com, tcb@elsevier.co.UK, INTERNET: http://www.elsevier.com, http://www.elsevier.com/locate/shpsa/, Fax: 011 44 1865 843010) pp. 1-16 - issn: 0140-9883 - wos: (0) - scopus: 2-s2.0-85184522446 (0)

11573/1604622 - 2022 - ESG score prediction through random forest algorithm
D'amato, V.; D'ecclesia, R.; Levantesi, S. - 01a Articolo in rivista
paper: COMPUTATIONAL MANAGEMENT SCIENCE (Heidelberg ; Berlin : Springer) pp. 347-373 - issn: 1619-697X - wos: WOS:000725407700001 (18) - scopus: 2-s2.0-85120746808 (24)

11573/1644727 - 2022 - Are the green ETFs really green?
D'ecclesia, Rita L.; Morelli, Giacomo; Stefanelli, Kevyn - 01a Articolo in rivista

11573/1541267 - 2021 - Preface: recent developments in financial modelling and risk management
Cerqueti, R.; D'ecclesia, R. L.; Levantesi, S. - 01m Editorial/Introduzione in rivista
paper: ANNALS OF OPERATIONS RESEARCH (Switzerland: Springer Nature Dordrecht: Kluwer Academic Publishers. Amsterdam; Bussum: Baltzer Science Publishers.) pp. 1-5 - issn: 0254-5330 - wos: WOS:000629907800001 (0) - scopus: 2-s2.0-85102696990 (3)

11573/1604626 - 2021 - Fundamental ratios as predictors of ESG scores: a machine learning approach
D'amato, V.; D'ecclesia, R.; Levantesi, S. - 01a Articolo in rivista
paper: DECISIONS IN ECONOMICS AND FINANCE (Springer-Verlag Italia Srl:via Decembrio 28, 20137 Milan Italy:011 39 2 5425971, EMAIL: riccardi@springer.it, Fax: 011 39 2 55193360) pp. 1087-1110 - issn: 1593-8883 - wos: WOS:000717389200001 (19) - scopus: 2-s2.0-85118867710 (20)

11573/1513727 - 2021 - Volatility in the stock market: ANN versus parametric models
D'ecclesia, R. L.; Clementi, D. - 01a Articolo in rivista
paper: ANNALS OF OPERATIONS RESEARCH (Switzerland: Springer Nature Dordrecht: Kluwer Academic Publishers. Amsterdam; Bussum: Baltzer Science Publishers.) pp. 1-22 - issn: 0254-5330 - wos: WOS:000574635400001 (12) - scopus: 2-s2.0-85075351410 (13)

11573/1513750 - 2021 - The European gas market: new evidences
Jotanovic, V.; D'ecclesia, R. L. - 01a Articolo in rivista
paper: ANNALS OF OPERATIONS RESEARCH (Switzerland: Springer Nature Dordrecht: Kluwer Academic Publishers. Amsterdam; Bussum: Baltzer Science Publishers.) pp. 1-37 - issn: 0254-5330 - wos: WOS:000557743900002 (6) - scopus: 2-s2.0-85089134899 (6)

11573/1625227 - 2021 - Responsible investments reduce market risks
Morelli, G.; D'ecclesia, R. - 01a Articolo in rivista
paper: DECISIONS IN ECONOMICS AND FINANCE (Springer-Verlag Italia Srl:via Decembrio 28, 20137 Milan Italy:011 39 2 5425971, EMAIL: riccardi@springer.it, Fax: 011 39 2 55193360) pp. 1211-1233 - issn: 1593-8883 - wos: WOS:000720689100001 (2) - scopus: 2-s2.0-85119382982 (2)

11573/1522447 - 2020 - Cepstral-based clustering of financial time series
D'urso, P.; Giovanni, L. D.; Massari, R.; D'ecclesia, R. L.; Maharaj, E. A. - 01a Articolo in rivista
paper: EXPERT SYSTEMS WITH APPLICATIONS (Oxford, United Kingdom: Elsevier Science Limited) pp. 1-16 - issn: 0957-4174 - wos: WOS:000576781400012 (28) - scopus: 2-s2.0-85089415197 (31)

11573/1289600 - 2019 - Do Diamond Stocks Shine Brighter than Diamonds?
D'ecclesia, Rita Laura; Jotanovic, Vera - 01a Articolo in rivista
paper: JOURNAL OF RISK AND FINANCIAL MANAGEMENT (Basel : MDPI Oshawa : University of Ontario Institute of Technology.) pp. 1-19 - issn: 1911-8074 - wos: WOS:000475294000030 (3) - scopus: (0)

11573/1289602 - 2019 - Energy Markets Dynamics in a Changing Environment
D'ecclesia, Rita Laura; Vargiolu, Tiziano - 01a Articolo in rivista
paper: ENERGY ECONOMICS ([S.l.] : Elsevier Science) pp. 1-2 - issn: 1873-6181 - wos: WOS:000474320800001 (0) - scopus: 2-s2.0-85067365676 (0)

11573/961697 - 2017 - Are diamonds a safe haven?
D'ecclesia, Rita Laura; Jotanovic, Vera - 01a Articolo in rivista
paper: REVIEW OF MANAGERIAL SCIENCE (Heidelberg ; Berlin : Springer) pp. 937-968 - issn: 1863-6683 - wos: WOS:000456463500004 (7) - scopus: 2-s2.0-85016433403 (7)

11573/864163 - 2017 - Time varying correlation: key indicator in finance
D'ecclesia, Rita Laura; Kondi, Denis - 01a Articolo in rivista
book: Handbook of Recent Advances in Commodity and Financial Modeling - ()

11573/864161 - 2016 - Introduction to the special issue on recent developments in energy commodities markets
D'ecclesia, Rita Laura - 01a Articolo in rivista
paper: ENERGY ECONOMICS (Elsevier Science Limited:Oxford Fulfillment Center, PO Box 800, Kidlington Oxford OX5 1DX United Kingdom:011 44 1865 843000, 011 44 1865 843699, EMAIL: asianfo@elsevier.com, tcb@elsevier.co.UK, INTERNET: http://www.elsevier.com, http://www.elsevier.com/locate/shpsa/, Fax: 011 44 1865 843010) pp. 1-4 - issn: 0140-9883 - wos: WOS:000370886300001 (1) - scopus: 2-s2.0-84956829421 (3)

11573/696867 - 2015 - Climate futures markets
D'ecclesia, Rita Laura - 02a Capitolo o Articolo
book: The WSPC Handbook of Futures Markets - (789814566919)

11573/560997 - 2014 - The state of financial modelling in 2012, as shaped by the GFC
D'ecclesia, Rita Laura - 01a Articolo in rivista
paper: CENTRAL EUROPEAN JOURNAL OF OPERATIONS RESEARCH (Physica-Verl..) pp. 233-235 - issn: 1435-246X - wos: WOS:000335653500001 (0) - scopus: 2-s2.0-84899935661 (0)

11573/68271 - 2014 - A disutility-based drift control for exchange rates
D'ecclesia, Rita Laura; Castellano, R; Cerqueti, R. - 01a Articolo in rivista
paper: OPTIMIZATION (Basingstoke: Taylor & Francis Limited) pp. 255-269 - issn: 0233-1934 - wos: WOS:000330705000006 (0) - scopus: 2-s2.0-84893617333 (0)

11573/649681 - 2014 - Understanding recent oil price dynamics: A novel empirical approach
D'ecclesia, Rita Laura; Magrini, Emiliano; Montalbano, Pierluigi; Triulzi, Umberto - 01a Articolo in rivista
paper: ENERGY ECONOMICS (Elsevier Science Limited:Oxford Fulfillment Center, PO Box 800, Kidlington Oxford OX5 1DX United Kingdom:011 44 1865 843000, 011 44 1865 843699, EMAIL: asianfo@elsevier.com, tcb@elsevier.co.UK, INTERNET: http://www.elsevier.com, http://www.elsevier.com/locate/shpsa/, Fax: 011 44 1865 843010) pp. S11-S17 - issn: 0140-9883 - wos: WOS:000347863800003 (19) - scopus: 2-s2.0-84919387153 (20)

11573/515820 - 2014 - Crude oil prices and kernel-based models
Panella, Massimo; D'ecclesia, Rita Laura; David G., Stack; Barcellona, Francesco - 01a Articolo in rivista
paper: INTERNATIONAL JOURNAL OF FINANCIAL ENGINEERING AND RISK MANAGEMENT (Olney,UK: Inderscience Publishers Editorial Office) pp. 214-238 - issn: 2049-0909 - wos: (0) - scopus: (0)

11573/524221 - 2013 - Introduction to Price Models for Energy.
D'ecclesia, Rita Laura - 02a Capitolo o Articolo
book: Handbook of Risk Management in Energy Production and Trading - (9781461490340; 9781461490357)

11573/524222 - 2013 - Global LNG
D'ecclesia, Rita Laura - 02a Capitolo o Articolo
book: Commodity Investing and Trading - (9781906348847)

11573/66500 - 2013 - CDS price volatility: the key signal
D'ecclesia, Rita Laura; Castellano, R. - 01a Articolo in rivista
paper: ANNALS OF OPERATIONS RESEARCH (Switzerland: Springer Nature Dordrecht: Kluwer Academic Publishers. Amsterdam; Bussum: Baltzer Science Publishers.) pp. 89-107 - issn: 0254-5330 - wos: WOS:000317784200006 (9) - scopus: 2-s2.0-84876160593 (9)

11573/696659 - 2013 - Appunti di Matematica Finanziaria I, 7 Edizione
D'ecclesia, Rita Laura; L., Gardini - 03c Manuale Didattico
book: Appunti di Matematica Finanziaria I - (788834889671)

11573/560654 - 2013 - Credit Rating Agencies
D'ecclesia, Rita Laura; Vittorio, Moriggia - 02a Capitolo o Articolo
book: Eurobonds, Markets Infrastructure and Trend - (9789814440158; 9789814440165)

11573/560648 - 2013 - Markets Infrastructures
M., Bertocchi; D'ecclesia, Rita Laura - 02a Capitolo o Articolo
book: Eurobonds, Markets Infrastructure and Trend - (978-981-4440-15-8)

11573/560641 - 2013 - The Bond market in Europe
Marida, Bertocchi; D'ecclesia, Rita Laura - 02a Capitolo o Articolo
book: Eurobonds, Markets Infrastructure and Trend - (9789814440158; 9789814440165)

11573/515818 - 2013 - A Study on Crude Oil Prices Modeled by Neurofuzzy Networks
Panella, Massimo; Liparulo, Luca; Barcellona, Francesco; D'ecclesia, Rita Laura - 04b Atto di convegno in volume
conference: IEEE International Conference on Fuzzy Systems (Hyderabad, India)
book: Proceedings of IEEE International Conference on Fuzzy Systems (FUZZ-IEEE 2013) - (9781479900206; 9781479900220)

11573/621783 - 2012 - Fondamenti di Abilità Informatiche
Barcellona, Francesco; D'ecclesia, Rita Laura - 03c Manuale Didattico
book: Fondamenti di Abilità Informatiche - (9788834829950)

11573/457492 - 2012 - Oil prices and the financial crisis
Bencivenga, Cristina; D'ecclesia, Rita Laura; Triulzi, Umberto - 01a Articolo in rivista
paper: REVIEW OF MANAGERIAL SCIENCE (Heidelberg ; Berlin : Springer) pp. 227-238 - issn: 1863-6683 - wos: WOS:000305834400003 (11) - scopus: 2-s2.0-84863334128 (14)

11573/463216 - 2012 - Special topic: Financial crisis
D'ecclesia, Rita Laura; Mario, Brandtner - 01a Articolo in rivista
paper: REVIEW OF MANAGERIAL SCIENCE (Heidelberg ; Berlin : Springer) pp. 203-205 - issn: 1863-6683 - wos: WOS:000305834400001 (0) - scopus: 2-s2.0-84863311037 (0)

11573/691058 - 2012 - Financial Modeling
M., Kopa; D'ecclesia, Rita Laura; T., Tichy - 01a Articolo in rivista
paper: FINANCE A UVER- CZECH JOURNAL OF ECONOMICS AND FINANCE (FACULTY SOCIAL SCIENCES CHARLES UNIV, C/O EDITORS OFFICE, VINOHRADSKA 49, PRAGUE 2, CZECH REPUBLIC, 120 74;Datakonekt s.r.o.) pp. 104-105 - issn: 0015-1920 - wos: WOS:000303969200001 (4) - scopus: (0)

11573/477429 - 2012 - Subband prediction of energy commodity prices
Panella, Massimo; Barcellona, Francesco; D'ecclesia, Rita Laura - 04b Atto di convegno in volume
conference: 13th IEEE International Workshop on Signal Processing Advances in Wireless Communications (SPAWC) (Cesme, TURKEY)
book: Proceedings of IEEE International Workshop on Signal Processing Advances in Wireless Communications (SPAWC 2012) - (9781467309691; 9781467309707; 9781467309714)

11573/485196 - 2012 - Modeling Energy Markets Using Neural Networks and Spectral Analysis
Panella, Massimo; Barcellona, Francesco; D'ecclesia, Rita Laura - 04d Abstract in atti di convegno
conference: 12th IAEE European Energy Conference (Venezia)
book: Proceedings of 12th IAEE European Energy Conference - ()

11573/505763 - 2012 - Forecasting energy commodity prices using neural networks
Panella, Massimo; Barcellona, Francesco; D'ecclesia, Rita Laura - 01a Articolo in rivista
paper: ADVANCES IN DECISION SCIENCES ([London]: [Hindawi] - [Cairo]: Hindawi Publishing Corporation) pp. 1-26 - issn: 2090-3359 - wos: (0) - scopus: 2-s2.0-84872794179 (48)

11573/354711 - 2011 - Risk management, editorial
D., Brigo; D'ecclesia, Rita Laura - 01a Articolo in rivista
paper: JOURNAL OF RISK MANAGEMENT IN FINANCIAL INSTITUTIONS (London: Henry Stewart publication) pp. 212-215 - issn: 1752-8887 - wos: (0) - scopus: (0)

11573/68276 - 2011 - Integration of energy commodity prices in US and in Europe
D'ecclesia, Rita Laura; Bencivenga, C; Sargenti, G. - 01a Articolo in rivista
paper: JOURNAL OF RISK MANAGEMENT IN FINANCIAL INSTITUTIONS (London: Henry Stewart publication) pp. 301-313 - issn: 1752-8887 - wos: (0) - scopus: (0)

11573/66501 - 2011 - Credit Default Swaps and Rating Announcements
D'ecclesia, Rita Laura; Castellano, R. - 01a Articolo in rivista
paper: THE JOURNAL OF FINANCIAL DECISION MAKING (Atene, Klidarithmos Publication) pp. 234-256 - issn: 1790-4870 - wos: (0) - scopus: (0)

11573/356309 - 2011 - Commodity Prices: a neural network approach
F., Barcellona; M., Panella; V., Santucci; D'ecclesia, Rita Laura - 01a Articolo in rivista
paper: IEEE SIGNAL PROCESSING LETTERS (IEEE / Institute of Electrical and Electronics Engineers Incorporated:445 Hoes Lane:Piscataway, NJ 08854:(800)701-4333, (732)981-0060, EMAIL: subscription-service@ieee.org, INTERNET: http://www.ieee.org, Fax: (732)981-9667) pp. ----------- - issn: 1070-9908 - wos: (0) - scopus: (0)

11573/381329 - 2011 - Neural Networks to Model Energy Commodity Price Dynamics
Panella, Massimo; Barcellona, Francesco; V., Santucci; D'ecclesia, Rita Laura - 04d Abstract in atti di convegno
conference: 30th USAEE/IAEE North American Conference (Washington D.C., U.S.A.)
book: Proceedings of 30th USAEE/IAEE North American Conference - ()

11573/418081 - 2010 - Appunti di Matematica Finanziaria I
D'ecclesia, Rita Laura; Laura, Gardini - 03c Manuale Didattico

11573/169621 - 2010 - Energy markets: crucial relationship between prices
G., Sargenti; D'ecclesia, Rita Laura; Bencivenga, Cristina - 02a Capitolo o Articolo
conference: International Conference MAF 2008 on Mathematical and Statistical Methods for Actuarial Sciences and Finance (Venice, ITALY)
book: Mathematical and Statistical Methods for Actuarial Sciences and Finance - (9788847014800)

11573/209460 - 2008 - Credit Default Swaps and rating announcements
Castellano, R; D'ecclesia, Rita Laura - 04a Atto di comunicazione a congresso
conference: 43rd EuroWorking Group Financial Modeling (London)
book: EWFGFM 43rd Meeting, CASS Business School. - ()

11573/68275 - 2008 - Risk management in commodity and financial markets
D'ecclesia, Rita Laura - 01a Articolo in rivista
paper: JOURNAL OF BANKING & FINANCE (Elsevier BV:PO Box 211, 1000 AE Amsterdam Netherlands:011 31 20 4853757, 011 31 20 4853642, 011 31 20 4853641, EMAIL: nlinfo-f@elsevier.nl, INTERNET: http://www.elsevier.nl, Fax: 011 31 20 4853598) pp. 1989-1990 - issn: 0378-4266 - wos: WOS:000259909400001 (1) - scopus: 2-s2.0-52249106274 (1)

11573/68272 - 2008 - Term structure of Interest Rates and the Expectation Hypothesis: the Euro area.
D'ecclesia, Rita Laura; Silvana, Musti - 01a Articolo in rivista
paper: EUROPEAN JOURNAL OF OPERATIONAL RESEARCH (Elsevier BV:PO Box 211, 1000 AE Amsterdam Netherlands:011 31 20 4853757, 011 31 20 4853642, 011 31 20 4853641, EMAIL: nlinfo-f@elsevier.nl, INTERNET: http://www.elsevier.nl, Fax: 011 31 20 4853598) pp. 34-53 - issn: 0377-2217 - wos: WOS:000251070500049 (13) - scopus: 2-s2.0-34848831814 (16)

11573/66499 - 2007 - Long Swings in Exchange Rates: a Stochastic Control Approach
Rosella, Castellano; D'ecclesia, Rita Laura - 01a Articolo in rivista
paper: INTERNATIONAL TRANSACTIONS IN OPERATIONAL RESEARCH (Blackwell Publishing Limited:9600 Garsington Road, Oxford OX4 2DQ United Kingdom:011 44 1865 776868 , (781)388-8200, EMAIL: agentservices@oxon.blackwellpublishing.com, e-help@blackwellpublishers.co.uk, INTERNET: http://www.blackwellpublishing.com, Fax: 011 44 1865 714591) pp. 475-495 - issn: 0969-6016 - wos: (0) - scopus: 2-s2.0-84893624774 (3)

11573/330069 - 2006 - Exchange rate modelling: an utility-based stochastic control approach
Castellano, R.; Cerqueti, Roy; D'ecclesia, R. L. - 04a Atto di comunicazione a congresso
book: XXXConvegno AMASES - ()

11573/333014 - 2006 - Exchange Rates Modeling: an Utility-Based Stochastic Control Approach
Castellano, R.; Cerqueti, Roy; D'ecclesia, R. L. - 04a Atto di comunicazione a congresso
book: XXI European Conference on Operational Research. - ()

11573/68273 - 2006 - Comovements and Correlations in International Stock Markets
D'ecclesia, Rita Laura; Mauro, Costantini - 01a Articolo in rivista
paper: EUROPEAN JOURNAL OF FINANCE (Routledge Limited:11 New Fetter Lane, London EC4P 4EE United Kingdom:011 44 20 75839855, INTERNET: http://journals.routledge.com, Fax: 011 44 20 7330245) pp. 567-582 - issn: 1351-847X - wos: (0) - scopus: 2-s2.0-33748766845 (11)

11573/66497 - 2006 - UNCONDITIONAL DISTURBANCES A NON PARAMETRIC APPROACH
D'ecclesia, Rita Laura; Tompkins, R. - 01a Articolo in rivista
paper: JOURNAL OF BANKING & FINANCE (Elsevier BV:PO Box 211, 1000 AE Amsterdam Netherlands:011 31 20 4853757, 011 31 20 4853642, 011 31 20 4853641, EMAIL: nlinfo-f@elsevier.nl, INTERNET: http://www.elsevier.nl, Fax: 011 31 20 4853598) pp. 287-314 - issn: 0378-4266 - wos: WOS:000235742800015 (9) - scopus: 2-s2.0-32144444151 (7)

11573/330067 - 2006 - A disutility based drift control.
R., Castellano; Cerqueti, Roy; Decclesia, R. L. - 04a Atto di comunicazione a congresso
book: III International Summer School on Risk Measurement and Control - ()

11573/330068 - 2006 - Exchange rate modelling: a disutility based stochastic control approach
R., Castellano; Cerqueti, Roy; D'ecclesia, R. L. - 04a Atto di comunicazione a congresso
book: MARF2 - ()

11573/237738 - 2005 - FINANCIAL MODELLING AND RISK MANAGEMENT
D'ecclesia, Rita Laura - 01a Articolo in rivista
paper: EUROPEAN JOURNAL OF OPERATIONAL RESEARCH (Elsevier BV:PO Box 211, 1000 AE Amsterdam Netherlands:011 31 20 4853757, 011 31 20 4853642, 011 31 20 4853641, EMAIL: nlinfo-f@elsevier.nl, INTERNET: http://www.elsevier.nl, Fax: 011 31 20 4853598) pp. 512-515 - issn: 0377-2217 - wos: WOS:000225678500001 (1) - scopus: (0)

11573/418154 - 2005 - Appunti di Matematica Finanziaria II
D'ecclesia, Rita Laura; L., Gardini - 03c Manuale Didattico
book: appunti di matematica finanziaria II - (9788834801314)

11573/68209 - 2005 - Information Flows and Bid Ask Spread for the BTP Futures
D'ecclesia, Rita Laura; R., Castellano - 01a Articolo in rivista
paper: THE REVIEW OF FUTURES MARKETS (Kent, Ohio: Kent State University, 2005-) pp. 235-250 - issn: 1933-7116 - wos: (0) - scopus: (0)

11573/68208 - 2005 - Estimation of Assets Demands by heterogeneous Agents
D'ecclesia, Rita Laura; Stavros A., Zenios - 01a Articolo in rivista
paper: EUROPEAN JOURNAL OF OPERATIONAL RESEARCH (Elsevier BV:PO Box 211, 1000 AE Amsterdam Netherlands:011 31 20 4853757, 011 31 20 4853642, 011 31 20 4853641, EMAIL: nlinfo-f@elsevier.nl, INTERNET: http://www.elsevier.nl, Fax: 011 31 20 4853598) pp. 386-398 - issn: 0377-2217 - wos: WOS:000224656400008 (1) - scopus: 2-s2.0-5444265591 (1)

11573/208902 - 2004 - Come gestire il costo dell’energia elettrica? Suggerimenti per le piccole e medie imprese
D'ecclesia, Rita Laura - 04a Atto di comunicazione a congresso
conference: Il nuovo Mercato dell'Energia (Milano)
book: In Book Energia Gas 2004. - ()

11573/158438 - 2000 - Appunti di Matematica Finanziaria II
D'ecclesia, Rita Laura; L., Gardini - 03c Manuale Didattico

11573/134549 - 1997 - Demand for Assets by Heterogeneous Agents in the Italian Market
D'ecclesia, Rita Laura; S. A., Zenios - 02a Capitolo o Articolo
book: Lecture Notes in Economics and Mathematical Systems - (3790810436)

11573/137808 - 1996 - Financial Aseet Demand in the Italian Market:an Empirical Analysis
G., Calcagnini; D'ecclesia, Rita Laura - 02a Capitolo o Articolo
book: Modelling Techniques for Financial Markets and Bank Management - (3790809284)

11573/68270 - 1994 - Risk factor analysis and portfolio immunization in the italian bond market
D'ecclesia, Rita Laura; S. A., Zenios - 01a Articolo in rivista
paper: THE JOURNAL OF FIXED INCOME (Institutional Investor Incorporated:225 Park Avenue South, Floor 7:New York, NY 10003:(800)437-9997, (212)224-3564, INTERNET: http://www.iitechfinance.com, http://www.iinews.com, Fax: (212)224-3527) pp. 51-60 - issn: 1059-8596 - wos: (0) - scopus: (0)

11573/137806 - 1994 - Valuation of the Embedded Prepayment Option of Mortgage Backed Securities
D'ecclesia, Rita Laura; S., Zenios - 02a Capitolo o Articolo
book: Financial Modelling - (0387914870)

11573/158433 - 1993 - Futures ed Options
D'ecclesia, Rita Laura - 03a Saggio, Trattato Scientifico

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