PhD Scholarship in Stochastic Analysis and Mathematical Finance, Australia

ทุนปริญญาเอกนานาชาติ ด้าน การเงินเชิงคำนวณและการสุ่มวิเคราะห์ (Stochastic Analysis and Mathematical Finance) ณ?Curtin University ประเทศออสเตรเลีย ประจำปี 2013

International PhD Scholarship in Stochastic Analysis and Mathematical Finance at Curtin University, Australia 2013 Study Subject(s): Stochastic Analysis and Mathematical Finance Course Level: PhD Scholarship Provider: Curtin University Scholarship can be taken at: Australia Eligibility: -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. Scholarship Open for International Students: Yes Scholarship Description: 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. What it Covers- Value A tax-free stipend of $23,728 pa for a period of up to 3 ? years; In the event the successful applicant is an international student, a tuition waiver will be included. How to Apply: Post Scholarship Application Deadline: Applications accepted at any time รายละเอียดทุนเพิ่มเติม / More Information :?ทุนปริญญาเอกนานาชาติ ด้าน การเงินเชิงคำนวณและการสุ่มวิเคราะห์ (Stochastic Analysis and Mathematical Finance) ณ?Curtin University ประเทศออสเตรเลีย ประจำปี 2013