Get free PhD updates, every week | SIGN UP NOW Get free PhD updates, every week | SIGN UP NOW

Extreme Value Analysis of Certain Risk Models


   Department of Mathematical Sciences

  , , ,  Applications accepted all year round  Funded PhD Project (Students Worldwide)

About the Project

Based on the extreme value analysis theory, this project will build some widely recognized risk models, discuss the relevant financial risk measurement indices, and analyze the calculation and properties of these indices. Further data analysis will also be carried out in this project. We expect this research would be beneficial to both financial practitioners and theoretical experts focusing on risk management and extreme value statistics.

For more information about doctoral scholarship and PhD programme at Xi’an Jiaotong-Liverpool University (XJTLU): Please visit

https://www.xjtlu.edu.cn/en/admissions/doctoral/entry-requirement-phd/

https://www.xjtlu.edu.cn/en/admissions/doctoral/postgraduate-research-scholarships

Requirements:

The candidate should have a first class or upper second class honours degree, or a master’s degree (or equivalent qualification), in Mathematics, Probability and Statistics, Applied Mathematics, Actuarial Science, Financial Mathematics or other related majors. Evidence of good spoken and written English is essential. The candidate should have an IELTS score of 6.5 or above, if the first language is not English. This position is open to all qualified candidates irrespective of nationality.

Degree:

The student will be awarded a PhD degree from the University of Liverpool (UK) upon successful completion of the program.

How to Apply:

Interested applicants are advised to email (XJTLU principal supervisor’s email address) the following documents for initial review and assessment (please put the project title in the subject line).

  • CV
  • Two reference letters with company/university letterhead
  • Personal statement outlining your interest in the position
  • Proof of English language proficiency (an IELTS score of 6.5 or above)
  • Verified school transcripts in both Chinese and English (for international students, only the English version is required)
  • Verified certificates of education qualifications in both Chinese and English (for international students, only the English version is required)
  • PDF copy of Master Degree dissertation (or an equivalent writing sample) and
  • examiners reports available

Informal enquiries may be addressed to Dr. Long Bai (), whose personal profile is linked below,

https://www.xjtlu.edu.cn/index.php?cultureKey=en&q=staff&alias=long-bai


Funding Notes

The PhD studentship is available for three years subject to satisfactory progress by the student. The award covers tuition fees for three years (currently equivalent to RMB 80,000 per annum) and provides a monthly stipend of 5,000 RMB as a contribution to living expenses. It also provides up to RMB 16,500 to allow participation at international conferences during the period of the award. It is a condition of the award that holders of XJTLU PhD scholarships carry out 300-500 hours of teaching assistance work per year.

Email Now


Search Suggestions
Search suggestions

Based on your current searches we recommend the following search filters.

PhD saved successfully
View saved PhDs