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Numerical Methods for High-Dimensional Problems in Finance

  • Full or part time
  • Application Deadline
    Applications accepted all year round
  • Competition Funded PhD Project (Students Worldwide)
    Competition Funded PhD Project (Students Worldwide)

Project Description

The School of Mathematical Sciences of Queen Mary University of London invite applications for a PhD project commencing either in September 2020 for students seeking funding, or in January 2020 or April 2020 for self-funded students. The deadline for funded applications is the 31st of January 2020. The deadline for China Scholarship Council Scheme applications is 12th January 2020.

This project will be supervised by Dr. Kathrin Glau

The research focuses on:
• Development of new computational methods for finance:
-Function approximation;
-Dimensionality Reduction;
-Complexity Reduction;
• Creation of synthetic data sets;
• Applications to pricing and risk management;
• The analysis of the reliability and efficiency of the new methods.

Requirements:
• Strong background in mathematics, particularly in numerical mathematics;
• Very good programming skills (Matlab/Python/C++) desired;
• Prior knowledge of the field of computational finance is useful, but not required.

The application procedure is described on the School website. For further inquiries please contact Dr Kathrin Glau at . This project is eligible for full funding, including support for 3.5 years’ study, additional funds for conference and research visits and funding for relevant IT needs. Applicants interested in the full funding will have to participate in a highly competitive selection process.

Funding Notes

This project is eligible for full funding, including support for 3.5 years’ study, additional funds for conference and research visits and funding for relevant IT needs.

This project can be undertaken as a self-funded project. Self-funded applications are accepted year-round for a January, April or September start.

We welcome applicants through the China Scholarship Council Scheme (deadline for applications 12th January 2020).

The School of Mathematical Sciences is committed to the equality of opportunities and to advancing women’s careers. As holders of a Bronze Athena SWAN award we offer family friendly benefits and support part-time study.

Related Subjects

How good is research at Queen Mary University of London in Mathematical Sciences?

FTE Category A staff submitted: 34.80

Research output data provided by the Research Excellence Framework (REF)

Click here to see the results for all UK universities

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