Francesca Biagini

Francesca Biagini is a Professor of Mathematics at the University of Munich (LMU), specializing in Financial and Insurance Mathematics. She holds significant administrative roles, including Vice President for International Affairs and Diversity at LMU since 2019, and serves as President of the Bachelier Finance Society (2022–2023). Her research focuses on stochastic processes, financial mathematics, systemic risk, and actuarial science. She leads the Munich Risk and Insurance Center (MRIC) and contributes to initiatives like the quantLab workshop series. Her work bridges theoretical advancements with practical applications in finance and insurance, addressing topics such as asset pricing bubbles, credit risk modeling, and deep learning applications in finance.

Research interests include stochastic calculus, fractional Brownian motion, risk-minimization strategies, and systemic risk modeling. Notable contributions span publications on financial derivatives, insurance valuation, and regulatory frameworks. She has held visiting positions and collaborates internationally, reflecting her leadership in academic and professional communities.

Publications highlight innovative methods in financial modeling, such as neural network-based superhedging and liquidity-driven bubble analysis. Her work on xVA calculations and systemic risk transfer equilibrium underscores practical applications for financial institutions. Academic service includes roles in educational programs and professional societies, emphasizing interdisciplinary research and international collaboration.