University of Oxford Featured PhD Programmes
Imperial College London Featured PhD Programmes
University of Bristol Featured PhD Programmes

Parametric Complexity Reduction in Finance


School of Mathematical Sciences

About the Project

The School of Mathematical Sciences of Queen Mary University of London invite applications for a PhD project commencing in September 2020 for self-funded students.

This project will be supervised by Dr. Kathrin Glau.

The research focuses on:
• Development of new computational methods for finance:
-Fourier pricing;
-Monte Carlo simulation;
-Model order reduction techniques;
• Applications to
-Pricing;
-Hedging;
-Model calibration;
-Risk management;
-Modelling financial asset evolution;
• The analysis of the reliability and efficiency of the new methods.

The application procedure is described on the School website. For further inquiries please contact Dr Kathrin Glau at .

Funding Notes

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

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.

Email Now

Insert previous message below for editing? 
You haven’t included a message. Providing a specific message means universities will take your enquiry more seriously and helps them provide the information you need.
Why not add a message here

The information you submit to Queen Mary University of London will only be used by them or their data partners to deal with your enquiry, according to their privacy notice. For more information on how we use and store your data, please read our privacy statement.

* required field

Your enquiry has been emailed successfully





FindAPhD. Copyright 2005-2020
All rights reserved.