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PhD Position in Financial Mathematics, University College Cork, Ireland

A Ph.D. position for carrying out arbitrage analysis of currency exchange rates using max-plus algebra, is currently available in the School of Mathematical Sciences, University College Cork, Ireland under the supervision of Professor Bernard Hanzon. The research in Financial Mathematics carried out in this PhD position will explore new possibilities to analyze arbitrage opportunities, or to prove that no-arbitrage conditions hold, and to construct and apply algorithms for this purpose. This forms part of a larger research project in Financial Algebra.

Student stipend: EUR16,000 per annum plus fees

Further information and informal enquiries may be made to b.hanzon[ at ]ucc.ie

This position is funded by the Science Foundation Ireland under the Research Frontiers Programme 2007.

Please note:
Applicants are requested to submit a full curriculum vitae with contact details of two referees to:

Professor Bernard Hanzon
School of Mathematical Sciences, College of Science, Engineering and Food
Science, University College Cork, College Road, Cork City, Ireland.

There is a continuous application procedure with an initial closing date of 15 November 2007, with a starting point of 1 January 2008 or as soon as possible thereafter.
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