Francesca Biagini

Prof. Dr. Francesca Biagini is a full Professor at the Department of Mathematics, University of Munich (LMU Munich), leading the Stochastics and Financial Mathematics working group. She serves as Vice President for International Affairs and Diversity at LMU Munich since October 1, 2019, and as President of the Bachelier Finance Society (2022–2023). She is also a Correspondent of the Deutsche Aktuarvereinigung (DAV) and a member of the Executive Board of the Munich Risk and Insurance Center (MRIC) since 2017.

Her research focuses on stochastic processes in financial markets, particularly asset price bubbles, default risk modeling, and robust hedging under model uncertainty. Recent work includes deep learning applications to bubble detection and non-linear affine processes for market dynamics.

She actively contributes to academic leadership through teaching and publications, including 15+ recent articles on topics like liquidity-induced bubbles, machine learning calibration, and systemic risk transfer equilibrium. Her workgroup collaborates on quantLab initiatives and DAV certificate programs.