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
Veraart A, Book review of "Essentials of Probability Theory for Statisticians" by Michael A. Proschan and Pamela A. Shaw, Journal of the American Statistical Association, ISSN:1537-274X