Computational Finance is the key element for successful risk management at investment banks and hedge funds and it is also a growing area on the interface between finance, computational mathematics and applied probability. Pricing and hedging financial derivatives, evaluating risks of default for financial product and firms, satisfying requirements of the Basel Accord, etc. - all require sophisticated modelling and reliable calibration of the models. These aims cannot be achieved without efficient numerical techniques which form the area of computational finance. The project will aim at developing new, efficient computational techniques related to finance.
Eligibility/Entry Requirements: We require an enthusiastic graduate with a 1st class degree in Mathematics, preferably at MMath/MSc level (in exceptional circumstances a 2:1 class degree, or equivalent, can be considered). We are expecting that the successful applicant has a good background in Probability and Stochastic Analysis, some knowledge of Finance and has exceptional computational skills.
For any enquiries please email: Michael.Tretyakov@nottingham.ac.uk
More information about Michael
Prof Michael Tretyakov
Numerical and Applied Analysis
Computational Statistics and Machine Learning
See all PhD funding opportunities
Full details of our Maths PhD
How to apply to the University of Nottingham
The University of NottinghamUniversity Park Nottingham, NG7 2RD
For all enquiries please visit: www.nottingham.ac.uk/enquire