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Andreea Minca
Assistant Professor
Andrew Schultz '36 PhD'41 Sesquicentennial Fellow
School of Operations Research and Information Engineering

Andreea Minca pic

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222 Rhodes Hall
Cornell University
Ithaca, NY 14853

Curriculum Vitae

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Andreea Minca is an Assistant 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 the Ecole Polytechnique Diploma.


Andreea Minca studies large systems under uncertainty, especially financial systems, and uses mathematical modeling to derive optimal policies that promote system stability. 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 OR and Financial Mathematics journals such as Operations Research, Annals of Operations Research , Mathematical Finance, Finance & Stochastics, SIAM Journal of Financial Mathematics.

Her research relies on stochastic analysis, network optimization and game theory and led to a broad set of methodological advances. The study of financial contagion in large systems led to developments in the asymptotic analysis of diffusions on random graphs with inhomogeneous structure.

She pioneered the use of random graphs to model partial information about the connections of system components. She proposed a setup for optimization under uncertainty about network structure, with application to financial crises management.

Her work on bank runs led to the development of a theory of liquidity management under strategic uncertainty (ambiguity about the others' actions), when credit is provided by agents with heterogeneous beliefs. This relies on the study of equilibria of dynamic games with a large number of heterogeneous players.

Her interests also include financial econometrics, in particular developing methods of data aggregation in network structures, which can be used to identify system vulnerabilities.

Here is an interview with Andreea Minca concluding the program Broad Perspectives and New Directions in Financial Mathematics at the Institute of Pure and Applied Mathematics at UCLA, where she was an invited participant.

Research Areas

Teaching Interests

Financial Engineering, Stochastic Modeling, Probability and Statistics, Risk Management, Credit and Systemic Risk.


  • Introduction to Engineering Stochastic Processes I (Undergraduate), Spring 2016
  • Mathematics of Financial Systems (PhD), Spring 2015
  • Risk Measures ORIE 6630, Fall 2014 (PhD) Syllabus
  • Probability ORIE 6510, Spring 2013, Spring 2014 (PhD) Syllabus
  • Financial Engineering with Stochastic Calculus I, ORIE 5600, Fall 2012, Fall 2013, Fall 2015 (MEng) Syllabus
  • Introduction to Mathematical Finance, ORIE 4600, Fall 2011 (Undergraduate)

Contact Information

Andreea Minca
Cornell University
222 Rhodes Hall
Ithaca, NY 14853

(607) 255-9133 - phone
(607) 255-9129 - fax