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
Passeggeri R, Veraart A, Mixing properties of multivariate infinitely divisible random fields, Journal of Theoretical Probability, ISSN:0894-9840
Sauri O, Veraart A, On the class of distributions of subordinated Lévy processes, Stochastic Processes and Their Applications, ISSN:0304-4149