Professor Dr. Andrea Macrina

Biography

Andrea Macrina is a Professor in the Department of Mathematics at University College London (UCL) and an Honorary Professor at the University of Cape Town's African Institute of Financial Markets and Risk Management. She has been instrumental in launching the Financial Mathematics MSc Programme at UCL and serves as its programme director. Macrina co-founded the Financial Mathematics Team Challenge, an international research student workshop held annually in partnership with UCT. Her research focuses on information-based asset pricing and the application of mathematical frameworks to various asset classes. As a co-editor of 'Financial Informatics' published in 2022, she emphasizes foundational articles on information-based modeling. Furthermore, she has developed a research program in Mathematical Climate Finance and collaborates with international researchers across Africa, Australia, East Asia, Europe, and North America. Macrina is an Associate Editor for the International Journal of Theoretical and Applied Finance and is a member of several prestigious mathematical societies. Her academic background includes a PhD in Mathematics from King's College, University of London, and an MSc in Physics from the University of Bern. She is fluent in Italian, German, French, and English.

Research Interests

Experience