Dr Luitgard Veraart

Dr Luitgard Veraart

Associate Professor

Department of Mathematics

020 7107 5062
Room No
Office Hours
See office hours page on this site
Connect with me

English, German
Key Expertise
Financial Mathematics, Risk Management, Stochastic Volatility Models

About me

My research interests are in financial mathematics and statistics in finance. I am particularly interested in problems related to risk management in financial markets. One special focus of my research is on systemic risk in financial networks for which I have been awarded at George Fellowship by the Bank of England in 2016. I am also interested in the modelling of energy markets, optimal investment problems and stochastic volatility models. I am an Associate Editor of Applied Mathematical Finance.

Prior to joining LSE in 2010, I have been an Assistant Professor of Financial Mathematics at the Karlsruhe Institute of Technology and a Postdoctoral Research Associate at the Bendheim Center for Finance, Princeton University. I have a PhD in Mathematics from the University of Cambridge. 

For the academic year 2018-19, I am the Equality Officer for the department during Lent and Summer Term.

Expertise Details

Financial mathematics; statistics in finance; risk management in financial markets; systemic risk; modelling of energy markets; optimal investment problems; stochastic volatility models.

My research