Dr. Johannes Ruf

Professor

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Biography

Professor Johannes Ruf is a distinguished academic at the London School of Economics and Political Science (LSE), specializing in stochastic analysis and its applications in mathematical finance. His research primarily focuses on stochastic portfolio theory, exchange rate options, and the modeling of financial markets, particularly concerning the presence of arbitrage. He has published extensively in the area of mathematical finance and has worked on economic learning models, stochastic approximation, and estimating social structures through indirectly observed network data. Before joining LSE's Department of Mathematics, he was a Senior Research Fellow at the Oxford-Man Institute of Quantitative Finance and served as a Senior Lecturer at University College London. Alongside his research, he held the position of Deputy Head of Teaching in the Department of Mathematics during the 2021-22 academic year. Additionally, he is an affiliate of LSE's Data Science Institute, contributing to collaborative efforts in applied mathematics and data science. Professor Ruf's expertise also includes econometrics, financial mathematics, option pricing, and various aspects of stochastic analysis.

Research Interests

Experience

Senior Lecturer

2015-08-01 — 2019-07-31

University College London • London, UK

Taught and conducted research in areas of stochastic analysis and its applications in finance.

Senior Research Fellow

2014-08-01 — 2015-07-31

Oxford-Man Institute of Quantitative Finance • Oxford, UK

Engaged in research focusing on quantitative finance and applied mathematics.

Professor

2019-08-01 — Present

London School of Economics and Political Science • London, UK

Conducting research and teaching in theoretical and applied mathematics.

Requirements for London School of Economics and Political Science

Master Program
Requirements
GPA Requirement
Required:3.5
IELTS
Listening
Required:6.5
Reading
Required:7
Writing
Required:6.5
Speaking
Required:6.5
Overall
Required:7
Prerequisites
Upper second class honours (2:1) degree or equivalent in a relevant social science discipline
Application Checklist
  • Transcripts
  • Statement of Academic Purpose
  • Two academic references
  • CV
Specialization Notes

Standard English requirement applies to most programs in Geography, Anthropology, Sociology, and Media.