Our members offer PhD projects across all areas of our research activity in stochastic analysis and mathematical finance.
Prospective students are warmly invited to email staff to discuss potential projects, so that we can ensure the best fit between staff and students.
Information about the application process and funding opportunities can be found on the postgraduate study page.
Staff supervising projects in mathematical finance and stochastic analysis are:
- Dr Alexei Daletskii My projects are motivated by applications of stochastic analysis to the theory of interacting particle systems and include such problems as the existence and uniqueness / multiplicity of equilibrium (Gibbs) states (phase transitions) of such systems and the study of their dynamics, described by infinite systems of (stochastic) differential equations. There are also projects of more algebraic flavour related to certain aspects of representation theory associated with multi particle systems.
- Dr Christian Litterer My main interests are in the area of rough paths and their applications to problems arising in stochastic and numerical analysis.
- Dr Andrea Meireles Rodrigues My primary focus is on optimal portfolio choice problems, mainly for investors with non-concave, reference-dependent risk preferences. My interests lie also in the area of derivative pricing.
- Dr Alet Roux Supervision is available in the pricing and hedging of options (including American options) in financial models with friction. See my profile page for more info.