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Biagini, Francesca
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Francesca Biagini
Francesca Biagini
(born 31 July 1973) is a German and Italian mathematician specializing in
mathematical finance
,
stochastic calculus
, and
probability theory
. Topics in her research include
fractional Brownian motion
and
portfolio optimization
for
inside traders
. She is a professor of applied mathematics and vice president for international affairs and diversity at
Ludwig Maximilian University of Munich
, and president of the Bachelier Finance Society.
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1
Elements of Probability and Statistics : An Introduction to Probability with de Finetti’s Approach and to Bayesian Statistics
by
Biagini
,
Francesca
,
Campanino, Massimo
Published 2016
Springer International Publishing
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2
Stochastic Calculus for Fractional Brownian Motion and Applications
by
Biagini
,
Francesca
,
Hu, Yaozhong
,
Øksendal, Bernt
,
Zhang, Tusheng
Published 2008
Springer London
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3
Risk Measures and Attitudes
Published 2013
Springer London
Other Authors:
“
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Biagini
,
Francesca
...
”
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4
Network Science : An Aerial View
Published 2019
Springer International Publishing
Other Authors:
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Biagini
,
Francesca
...
”
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