Francesca Biagini (born 31 July 1973) is a German and Italian mathematician[1] specializing in mathematical finance, stochastic calculus, and probability theory.
Topics in her research include fractional Brownian motion and portfolio optimization for inside traders.
[4] Biagini was a high school student in Pistoia, and earned a laurea in mathematics in 1996 from the University of Pisa, under the mentorship of Margherita Galbiati.
[1] She completed a doctorate in 2001 at the Scuola Normale Superiore di Pisa, with the dissertation Quadratic hedging approach for interest rate models with stochastic volatility supervised by Maurizio Pratelli.
[6] With Yaozhong Hu, Bernt Øksendal, and Tusheng Zhang, she is the coauthor of the monograph Stochastic Calculus for Fractional Brownian Motion and Applications (Springer, 2008).