Andrea Macrina

Professor of Mathematics at University College London

Speaker

Andrea Macrina is Professor of Mathematics and the Director of the Financial Mathematics MSc Programme in the Department of Mathematics, University College London. He is also Adjunct Professor at the University of Cape Town in the African Institute of Financial Markets and Risk Management where in 2014 he co-founded the Financial Mathematics Team Challenge (FMTC). He is a recipient of the Fields Research Fellowship awarded by The Fields Institute for Research in Mathematical Sciences. Andrea is one of the principle developers of information-based asset pricing and is co-editor of a book on Financial Informatics, published in 2022, containing 18 foundational articles on the information-based modelling framework. He is a regular speaker at seminars and conferences worldwide where he presents his research findings to academics and industry professionals. Andrea maintains a diverse research programme with projects in mathematical climate finance, interest rate modelling, probability and risk measure distortions with applications in finance and insurance, and martingale interpolation and optimal transport. He holds a PhD in Mathematics from King's College, University of London, and an MSc in Physics from the University of Bern, Switzerland. https://amacrina.wixsite.com/macrina