Andrea Macrina
Adjunct Professor at University of Cape Town
Schools
- University of Cape Town
Links
Biography
University of Cape Town
I hold a PhD in Mathematics from King's College, University of London, and an MSc in Physics from the University of Bern, Switzerland. I am a Reader in Mathematics and the Director of the Financial Mathematics MSc Programme in the Department of Mathematics, University College London. I hold an Adjunct Professorship at the University of Cape Town in the African Institute of Financial Markets and Risk Management.
I held a Senior Lectureship in the Department of Mathematics, University College London, a Lectureship in Financial Mathematics in the Department of Mathematics, King's College London, a five-year Adjunct Associate Professorship in the Department of Actuarial Science, University of Cape Town, a one-year Visiting Research Associate Professorship in the Institute of Economic Research, Kyoto University, and a six-month Research Fellowship at ETH Zurich. I am one of the principle developers of information-based asset pricing, which is a novel stochastic framework for the pricing of a variety of asset classes including credit, fixed-income, equity, and insurance-linked assets. I speak at seminars and conferences where I present my research findings to academics and industry professionals. I am Associate Editor of the International Journal of Theoretical and Applied Finance.
My research benefits from fruitful collaborations with international researchers, doctoral students, and practitioners of the financial service industry. I am a member of the London Mathematical Society, the American Mathematical Society, the Bernoulli Society for Mathematical Statistics and Probability, the Society for Industrial and Applied Mathematics, and the Bachelier Finance Society.
Languages: Italian, German, English, and French.
Videos
Emerging Issues in Quantitative Finance and Risk Management - Andrea Macrina
Research in Options 2020 - Andrea Macrina - Quantile Diffusions
Read about executive education
Other experts
Popular Courses
The Manchester Leadership Development Programme
Alliance Manchester Business School
Manchester, United Kingdom
Jul 1
The Positive Leader: Deep Change and Organizational Transformation
Stephen M. Ross School of Business
Ann Arbor, Michigan, United States
Jun 23
Leading People and Teams
ESMT
Berlin, Germany
May 28
Private Equity: Investing and Creating Value
The Wharton School
Philadelphia, Pennsylvania, United States
Sep 8
Leading Digital Transformation
ESMT
Berlin, Germany
May 28
Leading Strategic Growth and Change
Columbia Business School
New York, New York, United States
Jun 10
Looking for an expert?
Contact us and we'll find the best option for you.