Luna Rigby

Luna Rigby is a Researcher in the Department of Statistics and Mathematics at WU Vienna University of Economics and Business. She holds an MSc in Quantitative Finance from WU (2021–2023) and previously worked as a Working Student in Quantitative Credit Risk. Her research focuses on financial mathematics, stochastic processes, and risk management with an emphasis on model risk. Her 2023 master's thesis explored the robustness of multivariate Black-Scholes models, contributing to quantitative finance literature.