PhD Research Fellowship in stochastic analysis and energy finance (ref no 2017/10068)

Department of Mathematics
September 04 2017
Position Type
Full Time
Organization Type

The PhD fellow will work on mathematical problems and their practical applications as described in the research plan of STORE. In particular, the research work will focus on the development of theory of stochastic analysis in mathematical finance within the context of energy markets. Topics of interest include random fields and the associated calculus, non-Gaussian stochastic processes, processes in infinite dimensions, arbitrage-free pricing theory, options in energy markets, hedging approaches. The PhD fellow will work in an internationally oriented research group with high ambitions in research excellency. The PhD fellow will be affiliated with the University of Oslo.

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