Course options
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Qualification
PhD/DPhil - Doctor of Philosophy
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Location
The University of Edinburgh
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Study mode
Full time
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Start date
15-SEP-25
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Duration
3 years
Course summary
Our research group operates in what is perhaps the most widely applied area of mathematics. The financial sector, in particular, is a major focus of our research, and graduates with the right research experience can make their way into highly rewarding roles in industry.As part of our small, specialised group, you'll enjoy a research environment that features a balance between theory and practice, access to one of the most powerful computing facilities in the UK and strong links with relevant industries.The School of Mathematics is a vibrant community of more than 60 academic and related staff supervising 60 students.Our research focuses on the following themes:stochastic differential equations and stochastic partial differential equations (PDEs) and their applications in nonlinear filtering and stochastic controlapplications of stochastic analysis of PDEs, stochastic PDEs and stochastic differential equations (accelerated numerical methods in particular)We’re also involved in the applications of probability theory, mainly to mathematical finance, particularly stochastic volatility models, equivalent martingale measures and incomplete markets. Other applications include engineering, signal procession and biological sciences.
Tuition fees
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£ 26,300per year
Tuition fees shown are for indicative purposes and may vary. Please check with the institution for most up to date details.
University information
The University of Edinburgh
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University League Table
18th
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Campus address
University of Edinburgh, The University of Edinburgh, Old College, Edinburgh, Edinburgh, City Of, EH8 9YL, Scotland
Subject rankings
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Subject ranking
15th out of 65 6
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Entry standards
/ Max 244211 87%5th
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Graduate prospects
/ Max 10086.0 86%17th
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Student satisfaction
/ Max 42.87 72%59th
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