Asma Khedher and Sonja Cox (University of Amsterdam) are looking for a PhD candidate in stochastic analysis. The project concerns infinite-dimensional SDEs and their practical applications in financial markets. Topics of interest include stochastic partial differential equations, weak approximation, affine stochastic processes, pricing options, energy derivatives, and hedging approaches.
Applicants should have a strong background in analysis and/or probability theory. Ideally speaking the candidate has written an MSc thesis on a topic in stochastic analysis. Furthermore, a profound interest to combine theory with practical applications is expected.
For more information and to submit an application please go to:
The deadline for application is March 31st, 2018