Seal element of the university of freiburg in the shape of a clover

Prof. Dr. Eva Lütkebohmert-Holtz

Portrait of Eva Lütkebohmert-Holtz

University of Freiburg
Quantitative Finance

Internal Senior Fellow
October 2018 – July 2019

E-Mail: eva.luetkebohmert@finance.uni-freiburg.de

Last Update: 31.08.2019

Curriculum Vitae

Eva Lütkebohmert-Holtz is Professor of Quantitative Finance at the University of Freiburg. She studied mathematics at the Universities of Bonn and Toronto and received the Dr. rer. nat. in mathematics at the University of Bonn in 2004. She has been working as research analyst in the department for banking supervision at the Deutsche Bundesbank from 2005-2006 and was Juniorprofessor at the Faculty of Social Sciences and Economics at the University of Bonn from 2006-2009. Afterwards she has been leading the research group “Financial Mathematics: Pricing of Risks in Incomplete Markets” at the University of Freiburg where she is now holding the chair in Quantitative Finance since 2013.

Her research focusses on both the theoretical and empirical analysis of financial markets and lies at the intersection between economics, mathematics and statistics. She published various articles on the management and modelling of financial risks, in particular credit and liquidity risks, on interest rate markets, pricing and hedging of financial derivatives and further topics.

Selected Publications

FRIAS Project