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.
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
Nguyen M, Veraart AED, 2017, Spatio-temporal Ornstein-Uhlenbeck Processes: Theory, Simulation and Statistical Inference, Scandinavian Journal of Statistics, Vol:44, ISSN:0303-6898, Pages:46-80
Nguyen M, Veraart AED, 2017, Modelling spatial heteroskedasticity by volatility modulated moving averages, Spatial Statistics, Vol:20, ISSN:2211-6753, Pages:148-190