Accessibility statement

Andrea Meireles Rodrigues



I graduated in Mathematics from the University of Lisbon, and received a Master’s degree in Financial Mathematics jointly from the University of Lisbon and ISCTE - University Institute of Lisbon. Following a year as research at the Centre for Mathematics and Fundamental Applications (CMAF) of the University of Lisbon with a grant from the Portuguese Foundation for Science and Technology (FCT), I moved to the University of Edinburgh to pursue my doctoral studies in the field of Probability and Stochastic Analysis applied to Finance. Prior to joining the University of York, I held a lectureship at the School of Mathematical Sciences at Dublin City University.

Departmental roles

  • Outreach Co-ordinator
  • Admissions - MSc Financial Engineering



My research is primarily on applications of probability theory and stochastic calculus to finance. More specifically, my interests have included the pricing of financial derivatives, as well as the development of market models and study of their main properties (e.g., no-arbitrage and completeness). In recent years, my focus has been on portfolio optimisation problems, with special emphasis on non-concave utility functions, reference-dependent preferences, and model uncertainty.

Research group(s)

Mathematical Finance and Stochastic Analysis Research Group



  • C++ for Finance
  • Maths Finance for Act Science
  • Modelling of Bonds, Term Structure and Interest Rate Derivatives


  • Modelling of Bonds, Term Structure & Interest Rate Derivatives
  • C++ for Finance


Contact details

Dr Andrea Meireles Rodrigues

Tel: +44 1904 32 4598