Parametric Complexity Reduction in Finance at Queen Mary University of London on FindAPhD.com

Dr K Glau Applications accepted all year round Self-Funded PhD Students Only

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London United Kingdom Mathematics

School of Mathematical Sciences, Queen Mary University of London

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 K.glau@qmul.ac.uk.

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.

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Parametric Complexity Reduction in Finance

Queen Mary University of London School of Mathematical Sciences

About the Project

Funding Notes