Professor Dr. Luitgard Veraart

Biography

Luitgard Veraart is a Professor of Financial Mathematics at the London School of Economics. Her research interests include financial mathematics, statistics, and finance, with a particular focus on risk management and financial markets. She is especially noted for her work on systemic risk and financial networks, examining the complexities of energy market modeling, optimal investment strategies, and stochastic volatility models. She has served as an Associate Editor for prominent journals including Applied Mathematical Finance and the SIAM Journal on Financial Mathematics, and currently serves as Program Director for the SIAM Activity Group on Financial Mathematics Engineering. Veraart obtained her PhD in Mathematics from the University of Cambridge and has previously held academic positions at the Karlsruhe Institute of Technology and Princeton University. As a co-winner of the 2019 Adams Prize in Mathematics Networks, she has demonstrated significant contributions to understanding the interconnections of financial systems and their implications for market stability.

Research Interests

Experience