2 PhD Scholarships in Financial Mathematics

Within in the DFG (German Science Foundation) Research Training Group (Graduiertenkolleg) “Modeling, Analysis and Simulation in Economic Mathematics” at the Faculty of Mathematics and Economics of the University of Ulm there are

2 PhD Scholarships

available for three years starting September 1st 2010. One of the scholarshhips with a particular focus on Financial Mathematics.

The scope of the research training group is the investigation of economic questions by means of mathematical modeling, analysis and simulation. These questions are developed in cooperation with partners from outside the University and arise from the following areas:

Evaluation of complex financial products
Risk analysis und management
Optimal Strategies
Econometric analysis und strategies
Knowledge discovery and data mining
To solve such problems, the scholarship holders will work in the following mathematical disciplines:

Stochastical models, their analysis and simulation Statistical inference und data analysis
Stochastical control and optimization Partial differential equations and functional analysis
Financial mathematical modeling and analysis Numerical analysis and simulation
Methods in the development and quality management of software Further information is found on: www.uni-ulm.de/einrichtungen/gradkoll1100

The amount of the scholarships is based on the guidelines of the DFG: www.dfg.de/forschungsfoerderung/formulare/download/1_30a_w.pdf

Candidates must already be authorized to work in the EU and must be Germany based.

Alumni’s of mathematical based courses of studies are asked to send their significant application documents (copies of certificates, CV, photo) up to June 25th 2010 to the speaker: Prof. Dr. Karsten Urban
University of Ulm
Institut for Numerical Analysis
Helmholtzstrasse 18
89069 Ulm
Phone: +49-731-502-3535
Fax: +49-731-502-3548
email: petra.hildebrand@uni-ulm.de