Dr Beatrice Acciaio

Dr Beatrice Acciaio

Associate Professor

Department of Statistics

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About me

Beatrice’s main research interests lie in the field of Mathematical Finance and its interplay with Probability Theory and Stochastic Calculus, Optimal Transportation, and Geometry.

Her research to date has focused on the model-independent approach to Finance (robust pricing and hedging, martingale inequalities, Skorokhod embedding); the Optimal Transportation theory and its connections to Stochastic Calculus and Finance (optimal martingale transport, causal transport and semimartingale theory); the asymmetry of information in financial markets (incomplete/additional information, enlargement of filtrations); the assessment of risk and the problem of optimal risk sharing (convex risk measures and their application in finance and optimization).

Prior to joining LSE in 2013, Beatrice has been part of the Mathematical Finance research group at the Faculty of Mathematics of the University of Vienna, and of the Financial and Actuarial Mathematics research group at the University of Technology of Vienna. Beatrice completed her Master in Mathematics in 2002, and her PhD in Mathematical and Statistical Methods for Economic and Social Research in 2006, at the University of Perugia, under the supervision of Walter Schachermayer.

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