PhD student and PostDocFinancial and Actuarial Mathematics
Institute for Mathematical Methods in Economics
Vienna University of Technology
We are looking for a PhD student and a PostDoc or PhD student for the research project "Robust Calibration of Jump-Type Asset Price Models" granted by the Austrian Science Foundation (FWF).
Your main area of activity will be the numerical as well as theoretical treatment of jump-type assed price models (Levy processes).
We offer you to work on the forefront of current mathematical research, within
a highly active and distinguished research group. We expect from you a strong
background in financial modeling and stochastic processes (preferrably Levy
models). You should also have fundamental knowledge of numerical methods,
ideally with experience in model calibration.
There are no teaching duties associated with these positions. The start date is flexible, the duration of the project will be two years, and the salary is based on the FWF guidelines.
Applications should be returned to Dr. Kainhofer by April 10, 2005.
http://reinhold.kainhofer.com/ (R. Kainhofer)
Candidates must already be authorized to work in the EU. We strongly encourage applications of female candidates. In case of equal qualification, handicapped applicants are given preference.
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