Professor Luitgard Veraart

Professor Luitgard Veraart


Department of Mathematics

020 7107 5062
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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 systematic risk in financial networks. I am also interested in the modelling of energy markets, optimal investment problems and stochastic volatility models.

I am the co-winner of the 2019 Adams Prize for achievements in the field of Mathematics of Networks. 

From 01/2022 - 12/2023, I am serving as the Vice Chair of the SIAM Activity Group on Financial Mathematics and Engineering.

I am an Associate Editor of Applied Mathematical Finance, SIAM Journal on Financial Mathematics and Operations Research. 

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

I am currently the Doctoral Programme Director in the Department of Mathematics at LSE. 

Expertise Details

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