Sara Biagini

Professor of Mathematical Finance

PhD in Applied Mathematics from Scuola Normale Superiore

Affiliation: Department of Economics and Finance, LUISS G. Carli

Address: Viale Romania 32, 00197 Rome, Italy

Fax: +39 06 85225949

Email: if Name Surname, then nsurname@luiss.it

Managing Editor of International Journal of Theoretical and Applied Finance, World Scientific; https://www.worldscientific.com/worldscinet/ijtaf

Associate Editor of

Mathematical Finance, Wiley: onlinelibrary.wiley.com/journal/14679965
Review of Derivatives Research, Springer (2018-23): www.springer.com/journal/11147

Research Interests

ESG and carbon risk
Stochastic models for finance and energy markets
Super replication, pricing and portfolio optimization
Model uncertainty
Risk and performance measures, risk minimization
Generalizations of martingales
Convex analysis

Teaching

In Italy: since 2005, I've been designing and teaching graduate and undergraduate courses on: Probability, Mathematical Finance, Portfolio Theory, Financial Derivatives, Risk Management and Calculus for Economics, Linear Algebra (LUISS G. Carli, Pisa and Perugia Universities)

International:

Columbia University, January 2009. Minerva Foundations Lectures Course : Topics in Portfolio optimization with general underlying assets, on invitation of Ioannis Karatzas.
Princeton University, Spring 2007: FIN 521 Fixed Income: Models and Applications, Master in Finance.