PhD Position, School of Mathematical Sciences
SFI Research Frontiers Programme 2007 - PhD Position in Financial Algebra
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.
This position is funded by the Science Foundation Ireland under the Research Frontiers Programme 2007.