Studying Complex Financial Networks
Andreea Minca develops new mathematical tools to reveal instabilities and their potential impact within financial networks—Lehman-AIG, for example. Read more about Studying Complex Financial Networks
Andreea Minca is an Associate Professor in the School of Operations Research and Information Engineering at Cornell University. Andreea Minca received her PhD in Applied Mathematics from the University Paris 6 Pierre et Marie Curie in 2011. Prior to that, she received a M.S. in Probability and Finance from the University Paris 6 Pierre et Marie Curie and "Diplôme de l'Ecole Polytechnique".
Her research focuses on mathematical modeling in finance, within the areas of systemic risk, liquidity risk and credit risk. She is particularly interested in structural models for systemic risk, using networks to represent various types of interrelations among financial institutions. Her work has been published in leading journals such as Mathematical Finance and Finance & Stochastics.
Andreea's research interests include financial networks, control of epidemics in random graphs, credit risk and liquidity risk.