Dr. Eva Lütkebohmert Holtz

Biography

Eva Lütkebohmert-Holtz is a Professor of Quantitative Finance Research at the University of Freiburg. She studied Mathematics at the universities of Bonn and Toronto and obtained her doctorate in Mathematics in 2004 from the University of Bonn. She has worked as a Research Analyst in the Central Banking and Financial Supervision Department of the Deutsche Bundesbank and has been a Junior Professor in the Faculty of Social and Economic Sciences at the University of Bonn from 2006 to 2009. Later, she led the research group 'Financial Mathematics: Pricing Risks Incomplete Markets' at the University of Freiburg. Her research focuses on both theoretical and empirical analysis of financial markets, at the intersection of economics, mathematics, and statistics, and includes numerous publications on financial risk management and modeling, particularly regarding credit and liquidity risks, interest markets, and the valuation and hedging of financial derivatives. During the academic year 2018/2019, she served as an Internal Senior Fellow at the Freiburg Institute for Advanced Studies (FRIAS), contributing to a project on 'Instability of Interbank Markets.' Additionally, she was an Academic Visitor at the University of Oxford in mid-2019, engaging with both the Institute of Mathematics and the Institute for New Economic Thinking.

Research Interests