The Financial Mathematics Research Group of the Department of Mathematics at the London School of Economics and Political Science
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The Financial Mathematics Research Group of the Department of
Mathematics at the London School of Economics and Political Science
(LSE) invites applications for PhD studies supported by fully funded PhD
studentships. We are seeking exceptionally talented and motivated
students with a strong mathematical background and interest in financial
mathematics, stochastic optimal control, stochastic analysis, and
related areas.
The research group consists of Ofelia Bonesini, Christoph Czichowsky,
Albina Danilova, Pavel Gapeev, Arne Lokka, Johannes Ruf, Luitgard
Veraart and Mihail Zervos covering all areas of financial mathematics
including optimal investment, pricing and hedging of financial
derivatives, financial markets with frictions, optimal execution,
systemic risk, applications of machine learning and stochastic optimal
control.
PhD students are enrolled at LSE and take part in the London Graduate
School in Mathematical Finance (https://www.londonmathfinance.org.uk ) -
a consortium of financial mathematics groups including Bayes Business
School, Imperial College London, King's College, LSE and UCL - and are
expected to complete their studies within four years. Applicants will be
considered for fully funded PhD studentships which are tenable for four
years and cover full fees and an annual stipend, which for 2025 entry
was £22,780. The studentships are usually tax free. The award of these
studentships is competitive, based on academic performance (typically in
an MSc or equivalent). To be considered for funding, you must submit
your application and any supporting documents before the funding
deadline which is 14 January 2026.
For further details, please see
http://www.lse.ac.uk/Mathematics/Prospective-Students and
http://www.lse.ac.uk/study-at-lse/graduate/mphilphd-mathematics .
If you have any further questions, please contact Jasna Begic
J.Begic@lse.ac.uk.>>