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Fellowship & Grant details

Fellowship posted by Italian Ministry of Education, University and Research (03/03/2013 03.35)

STOCHASTIC CONTINUOUS TIME MODELS FOR FINANCIAL ASSETS VALUATION

Please note that the job is no longer active!

The research aims to apply the most advanced techniques of continuous time mathematical finance for the valuation of financial assets involving American type options

Please note that the full description may be available in the national language since some job boards have their own publication policy. Thank you for your understanding!

Research Fields

Mathematics - Applied mathematics

Eligibility criteria

The evaluation criteria will be defined by the Committee with a maximum of 100 points,and will include the following elements, with suitable weights:

- Undergraduate degree and exams' marks

- Mathematical background acquired during PhD studies and pertinent to the research project

- Undergraduate degree and exams' marks

- Publications and other research products

- Other activities like research contracts, fellowships and collaborations with research institutions, provided that an official certificate stating period and activity is submitted by the applicant.

- Interview (see Art. 1 of the Call)

Selection process

See the text of the Call on the web site:

http://www.memotef.uniroma1.it/newdip/bandi/assegni_ricerca.php


Programme Description
Number of awards per year1
Annual budget19367
Frequency of callsMENSILE
International mobility required ?no
Eligible destination country/ies for fellowsItaly
Eligibility of fellows: country/ies of residenceAll
Eligibility of fellows: nationality/iesAll
Website of Fellowship Programmehttp://www.memotef.uniroma1.it/newdip/bandi/assegni_ricerca.php
Fellowship's Details
Career StageExperienced researcher or 4-10 yrs (Post-Doc)
Research ProfileNot defined
Employment contract with full social securityyes
Total amount per fellowship per year19367
Currencyeuro
Covers salaryyes
Covers travel and subsistenceno
Covers research costsno
Maximum duration of fellowship12
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Application deadline

23/03/2013

Other fellowship details
Fellowship ID

48895

Funding organisation / Contacts
UNIVERSITA' DI ROMA

Public research
Roma - Italy
http://www2.uniroma1.it/organizzazione/amministrazione/ripartizionepersonale/concorsi/assegni/default.php
E-mails
milvana.diclemente@uniroma1.it

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