PhD Position in Financial Mathematics

University College Cork SFI Research Frontiers Programme 2007
PhD Position Financial Algebra School of Mathematical Sciences

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@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.