Delia Coculescu

Delia Coculescu is an Associate Professor (part-time) of Quantitative Risk Analysis at the University of Zurich's Department of Finance, with a dual appointment in the Faculty of Science. She holds a PhD from Université Paris Dauphine (2006) and conducted postdoctoral research at ETH Zurich's Mathematics Department before joining UZH as a senior researcher in 2012. Her research focuses on Mathematical Finance, Quantitative Finance, and Risk Analysis, with a particular emphasis on default systems, insurance contracts, and systemic risk. She has held visiting positions at UC Irvine, Shandong University, and the Isaac Newton Institute in Cambridge.

Research Interests:

• Mathematical modeling of financial risk
• Insurance contract design under default risk
• Systemic risk and contagion effects
• Cooperative game theory in finance
• Stochastic processes in financial markets

Her work has been published in leading journals such as Mathematical Finance, Finance and Stochastics, and Risks. She teaches advanced courses in Mathematical Finance and collaborates with institutions globally. Her recent research explores opinion dynamics in financial networks and the fragility of mutual insurance arrangements.