Almut Veraart's personal webpage can be found at
I am co-organising the following upcoming conference
Conference on the Mathematics of Energy Marktes, Wolfgang Pauli Institute, Vienna, 5-7 July 2016
and will be teaching the following intensive PhD courses:
PhD course on Trawl Processes, Department of Mathematics, University of Oslo, 5-7 September 2016
Minitutorial on Ambit stochastics with applications to commodity markets, SIAM FM'16 conference, Austin TX, USA, 17-19 November 2016
I teach the following three courses:
M3-4-5 S4 Applied Probability (for 3rd/4th year undergraduate students in mathematics)
M5MS11 Statistics for Extreme Events (MSc in Statistics)
M5MS12 Financial Econometrics (MSc in Statistics)
Please enrole for my courses on Blackboard Learn in order to view the course material.
In addition, I give tutorials for first year undergraduate students and supervise second year, third year and fourth year undergraduate projects and MSc and PhD theses.
Nguyen M, Veraart A, Spatio-temporal Ornstein-Uhlenbeck processes: theory, simulation and statistical inference, Scandinavian Journal of Statistics, ISSN:1467-9469
Sauri O, Veraart A, On the class of distributions of subordinated Lévy processes, Stochastic Processes and Their Applications, ISSN:0304-4149
Granelli A, Veraart AED, 2016, Modeling the Variance Risk Premium of Equity Indices: The Role of Dependence and Contagion, Siam Journal on Financial Mathematics, Vol:7, Pages:382-417
Barndorff-Nielsen OE, Benth FE, Veraart AED, 2015, Recent advances in ambit stochastics with a view towards tempo-spatial stochastic volatility/intermittency, Banach Center Publications, Vol:104, ISSN:0137-6934, Pages:25-60