Imperial College London
Research areas include: Analysis of complex financial instruments such as convertible bonds and collateralised debt obligations; computational finance; default risk models for correlated default events and pricing of securities with credit-risk; finite-dimensional models for the term structure of interest rates; models of stochastic volatility; stochastic methods of finance, general theory of processes, stochastic differential equations, malliavin calculus; valuation and risk management in incomplete markets.
A 2.1 Honours degree or Master's degree in a relevant subject.
|Qualification||Study mode||Fee||Course duration|
|PhD||Full-time||£ 3,466 per Academic year (home fees)||3 years|
|PhD||Full-time||£ 17,000 per Academic year (overseas fees)||3 years|
|Campus name||Town||Postcode||Region||Main campus||Campus||Partner|
|South Kensington Campus||Kensington and Chelsea||SW7 2AZ||South East|