NUMERICAL APPROXIMATION AND ANALYSIS OF INTEGRO-PDES WITH APPLICATIONS IN FINANCE
A PhD grant is available at the Department of Mathematical Sciences at the Norwegian University of Science and Technology (NTNU). The grant, which is for three years, is funded by the Research Council of Norway. The grant period may be extended to four years in exchange for teaching duties at the department.
The PhD project focuses on development and analysis (theory) of numerical methods for integro-partial differential equations and applications in finance. Related theoretical topics as boundary values and regularity of solutions may be considered additionally. The PhD candidate will participate in the activities of the Integro-PDEs: Numerical methods, Analysis, and Applications project which is based at NTNU and at the University of Oslo.
More information can be found on the web page:
http://www.math.ntnu.no/~erj/nmaaf/index.php
For more information, please contact:
Associate Professor Espen R. Jakobsen
phone: +47 73 59 35 12
e-mail: erj@math.ntnu.no
Closing date: 2006-09-27