Professor of Mathematical Finance at LUISS G. Carli, with national habilitations for Full Professor in Mathematics for Economics, Sector 13/D4 and Associate Professor in Analysis and Probability, Sector 01/A3 (bibliometric sector).
Aree di ricerca: Analysis and Probability, Financial Mathematics, Mathematical Method for Economics, Mathematics for Economics and Finance, Portfolio Optimization, Risk Management
Sara is an applied mathematician with primary interests in Mathematical Finance. After a M.Sc. in Mathematics (Probability) from the University of Pisa, she got a PhD in Mathematics with applications to Finance from Scuola Normale Superiore, both with the highest honors. Her PhD Thesis was awarded the INDAM-SIMAI prize for the best thesis in applied mathematics of the year 2005.
She has held academic positions and fellowships in Italy (Pisa, Perugia, Collegio Carlo Alberto), Europe (the LSE and Norwegian Academy of Science) and US (Princeton, Boston University). She was appointed as lecturer for the prestigious Minerva Lectures at Columbia University in 2009.
She is Associate Editor for the journal Review of Derivatives Research.
She has given a number of invited talks in Europe and US on her research topics and has a vast network of international collaborators. Her research has appeared, among others, in The Annals of Applied Probability, Mathematical Finance, Finance and Stochastics, Journal of Mathematical Economics, SIAM Journal of Control and Optimization, SIAM Journal of Financial Mathematics.