Prof. Dr. Eva Lütkebohmert-Holtz
Professor of Quantitative Finance
| eva.luetkebohmert@finance.uni-freiburg.de | |
| Telephone | +49 761 203-95410 |
| Address | Rempartstraße 16 79098 Freiburg im Breisgau Room 03.023 |
| Office Hours | By appointment with the secretariat |
Prof. Dr. Eva Lütkebohmert‑Holtz is Professor of Quantitative Finance at the Albert Ludwigs‑University Freiburg. She studied mathematics at the Universities of Bonn and Toronto and received her doctorate (Dr. rer. nat. in Mathematics) from the University of Bonn in 2004.
From 2005 to 2006 she worked as a Research Analyst in the Department of Banking and Financial Supervision of Deutsche Bundesbank. She then held a junior professorship at the Faculty of Social Sciences and Economics, University of Bonn, from 2006 to 2009. Afterwards she led the early‑career research group “Financial Mathematics: Pricing of Risks in Incomplete Markets” at the University of Freiburg, where she was appointed Professor of Quantitative Finance in 2013.
Her research lies at the intersection of economics, mathematics, and statistics and combines both theoretical and empirical approaches. She focuses in particular on the modelling and management of financial risks—such as credit, liquidity, and market risk—as well as on interest rate markets, the valuation and hedging of financial derivatives, and other topics in modern financial mathematics.
Research Interests
- Pricing and hedging of derivative products
- credit, liquidity, and interest rate risks
- portfolio and risk management
- model uncertainty
- model calibration
- machine learning methods
- empirical financial analysis
- impact of climate change on financial markets
