PhD position in Applied Mathematics – Project: Design of new models and techniques for high performance financial applications
The is a knowledge centre with 3.400 employees involved in ground-breaking and innovative research of international standing. The university takes special care to ensure optimum support
and supervision of students, and pays constant attention to educational innovation. The University is an autonomous pluralistic institution that is committed to the enhancement of an open, democratic and multicultural society, and it pursues an equal opportunities policy.
The Department of Mathematics and Computer Science is seeking to fill in the following full time vacancy (m/f):
PhD position in Applied Mathematics
* you prepare a PhD thesis in the domain of Numerical Analysis
* you take up a limited teaching duty.
The research lies within the FWO group project “Design of new models and techniques for high performance financial applications” . This project is concerned with new models and techniques for robustly and
efficiently pricing modern financial products, in particular exotic options. To this purpose we investigate numerical methods for that form multi-dimensional extensions of the
celebrated Black-Scholes equation. The nature of the research is both theoretical (analysis and design of methods) and practical (implementation and performance analysis of the methods).
* you have a master’s degree in mathematics
* last year students can apply
* you can show excellent study results
* you have knowledge of and experience with numerical methods for
(time-dependent, partial) differential equations and share an interest
in mathematical price models for modern financial products such as
____________ _________ _________ _________
* a scholarship for a period of four years
* starting date is in 2008
* position is open also to non-EU citizens.
Please send your CV, including study results, with an accompanying motivational letter to prof. Karel in ‘t Hout, email:
Karel.intHout@ ua.ac.be, phone +32 (0)3 265 38 97.