Imperial College London

DrAlmutVeraart

Faculty of Natural SciencesDepartment of Mathematics

Reader in Statistics
 
 
 
//

Contact

 

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

 
 
//

Location

 

551Huxley BuildingSouth Kensington Campus

//

Summary

 

Summary

Almut Veraart's personal webpage can be found at 

https://sites.google.com/site/aedveraart/

 

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


 

 

 

Teaching

 

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.

Publications

Journals

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

More Publications