Imperial College London


Faculty of Natural SciencesDepartment of Mathematics

Reader in Statistics



+44 (0)20 7594 8545a.veraart Website




551Huxley BuildingSouth Kensington Campus





Almut Veraart's personal webpage can be found at


I am co-organising the following upcoming programmes:

Mathematics of Finance, Energy and Economy (Wolfgang Pauli Institute, Vienna, 2017-2018):

The mathematics of energy systems (Isaac Newton Institute, Cambridge, 03.01.2019-03.05.2019):






I currently teach the following courses:

M3-4-5 S4 Applied Probability (for 3rd/4th year undergraduate students in mathematics)

M5MS01 Probability for Statistics(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.



Granelli A, Veraart A, A central limit theorem for the realised covariation of a bivariate Brownian semistationary process, Bernoulli, ISSN:1350-7265

Heinrich C, Pakkanen MS, Veraart AED, Hybrid simulation scheme for volatility modulated moving average fields

Noven R, Veraart A, Gandy A, A latent trawl process model for extreme values, Journal of Energy Markets, ISSN:1756-3607

Sauri O, Veraart A, On the class of distributions of subordinated Lévy processes, Stochastic Processes and Their Applications, ISSN:0304-4149

More Publications