Energyforum
Introduction to Risk Management, Financial Structuring & Econometrics in the Energy Markets
26-28 November 2008, Rome
Rita Laura D'Ecclesia is Professor of Applied Mathematics at the University of Rome "La Sapienza" Italy. She holds a degree in Statistics from University La Sapienza in Rome and a PhD in Corporate Finance and Capital Markets from the University of Bergamo. Her publications include papers on risk management, credit derivatives pricing, portfolio modelling, optimisation methods, immunisation techniques, currency exchange rates modelling, energy risk management. She has been teaching at various Universities both in Italy and abroad and she has been a visiting consultant for major organisations, both academic bodies and financial institutions. She is the Chairman of the International Summer School on Risk Measurement and Control that is yearly organized in Rome. Her main area of research is risk management and portfolio modelling in which she has been active since 1994.
Gianluca Fusai is Professor in Financial Mathematics at the Università degli Studi del Piemonte Orientale (Italy) and a Research Associate at the Financial Options Research Centre, University of Warwick. He holds a PhD in Finance from the Warwick Business School and an MS in Statistics and Operational Research from the University of Essex (UK). His research interests are in financial engineering, numerical methods, portfolio selection, and financial statistics. He has published on these topics in the Journal of Banking and Finance, Journal of Computational Finance, Finance and Stochastics, Risk, Annals of Applied Probability, and the International Journal of Theoretical and Applied Finance. Gianluca also works as a consultant for the public and private sector.
Andrea Roncoroni is Professor of Finance at ESSEC Business School (Paris - Singapore) and Visiting Fellow at Bocconi University (Milan). He holds PhD's in Applied Mathematics and Finance. His research interests cover Energy and Commodity Finance, Financial Econometrics and Derivative Structuring. He consults for private companies (Gaz de France, Dong Energy - DK, Fideuram AM - IT, EDISON Trading - IT) and lectures for private and public institutions. He regularly publishes on academic journals (e.g., J.of Business, J.of Banking and Finance, Intl.J.of Business) and financial book series ("Implementing Models in Quantitative Finance: Methods and Cases", Springer, 2008).