PhD Position in Numerical Analysis, University of Antwerp, Belgium

The Applied Mathematics group at the Department of Mathematics and Computer Science, University of Antwerp is seeking a PhD student in Numerical Analysis. The group has recently been established by Karel in ‘t Hout and Wim Vanroose and deals with the numerical solution of large-scale problems in financial mathematics, physics, chemistry and engineering. The current opening lies
within the project:
Design of new models and techniques for high performance financial applications.
The aim of this project is to analyze and develop efficient and robust numerical schemes for time-dependent partial differential equations modeling the prices of contemporary financial products such as exotic options.

Candidates with a strong numerical analysis background and a clear interest in financial mathematics are encouraged to apply. The position starts on January 1, 2008 and is initially for two years, with the possibility of an extension for another two years. To apply, please send your CV and a cover letter electronically before October 15, 2007 to Karel in ‘t Hout (karel.inthout[ at ]ua.ac.be).

Deadline: October 15, 2007

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