PhD Scholarship in Stochastic Analysis and Mathematical Finance, Australia2013
International PhD Scholarship in Stochastic Analysis and Mathematical Finance at Curtin University, Australia 2013
School:Curtin University, Australia
Field(s): Stochastic Analysis and Mathematical Finance
Deadline: at any time
Funded by:Curtin University
Beneficiaries: Open for International Students
- Value A tax-free stipend of $23,728 pa for a period of up to 3 ½ years;
- In the event the successful applicant is an international student, a tuition waiver will be included.
- Applications are invited for a research studentship in the field of Stochastic Analysis with applications in Mathematical Finance, leading to the award of a PhD degree in the School of Science and Engineering, Curtin University.
- The aim of the project is to set and solve new problems in Stochastic Partial Differential Equations and Stochastic Control related to Mathematical Finance.
- The post is funded by The Australian Research Council (ARC) and Curtin University.
- Applicants must hold or expect to obtain MSc by research or its equivalent in Mathematics or Applied Mathematics.
- An equivalent degree in Statistics or Actuarial Sciences could be accepted given that the main focus of the Master’s thesis was in Mathematics.
- The ideal candidate will demonstrate the analytical abilities via providing his/her published or working papers with solved original problems in the area of SPDEs, backward SPDEs, Ito equations, Stochastic Optimal Control, Mathematical Finance, or related fields.
- Particular areas of interest include but not limited to analysis of first exit times for Ito processes, stochastic maximum principle, and regularity for backward SPDEs, for HJB equations, for HJB equations with delay, and for parabolic Stefan problems.
- The work scope is mainly analytical but may include data analysis and numerical experiments.
Application method: by post
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