0 Luitgard Veraart
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

I am the Doctoral Programme Director for 2021-22. 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 serving as the Vice Chair of the SIAM Activity Group on Financial Mathematics and Engineering for the period 01/2022 – 12/2023.

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

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. 

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.