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PhD in Mathematics - Mathematical Finance and Stochastic Analysis

University of York

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University of York

Course options

15 options available

  • Qualification

    PhD/DPhil - Doctor of Philosophy

  • Location

    University of York - Heslington Campus

  • Study mode

    Full time

  • Start date

    13-JUL-26

  • Duration

    3 Years

Course summary

Our research interests span a broad range of topics in continuous and discrete time.In mathematical finance our areas of research activity include:arbitrage and option pricing in markets with friction and incomplete marketsentropy and financial value of informationoptimal investment strategies in markets, with prices depending on the volume of tradingrobust arbitrage and model-independent pricingdiscrete time models and their continuous time limits in the presence of market imperfectionsnumerical methods for pricing financial derivativesapplications of optimal stopping, singular control, and game theory to investment problems in the real economy ("real options").In stochastic analysis our research focuses on:infinite dimensional stochastic analysis, including stochastic differential equations on infinite dimensional manifoldsstochastic partial differential equations (especially stochastic Navier-Stokes and Euler equations arising in the context of turbulence phenomena)stochastic analysis on Riemannian and Finslerian manifoldsrough paths and their applications to modelling probabilistic phenomena and numerical analysis (for example non-linear filtering)Feynman path integrals and more broad applications to mathematical physics, biology and finance.

Tuition fees

Students living in United States
(International fees)

£ 24,500per year

Tuition fees shown are for indicative purposes and may vary. Please check with the institution for most up to date details.

University information

University of York

University of York

University of York

  • University League Table

    12th

  • Campus address

    University of York - Heslington Campus, Heslington, York, York, YO10 5DD, United Kingdom

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One of only four UK universities (beside Oxford, Cambridge and Imperial) with TEF Gold for teaching and Top 10 for Research quality (Complete University Guide).
The University of York is in the top 25 UK universities for Graduate prospects (Complete University Guide 2026).
Home to over 20,000 students from over 140 countries, creating an inclusive community and lifelong global network through their York for Life alumni platform.

Subject rankings

  • Subject ranking

    Mathematics

    24th out of 65 1

  • Entry standards

    / Max 244
    167 68%

    24th

  • Graduate prospects

    / Max 100
    81.0 81%

    35th

    5

  • Student satisfaction

    / Max 4
    3.15 79%

    33rd

    12

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