Dr. Cody Hyndman is offering at least one scholarship opportunity for students applying to the MSc/MA with Thesis (Option A)in Mathematics and Statistics or the PhD in Mathematics in the Department of Mathematics and Statistics. The student’s research will focus on stochastic modeling with applications to finance and the development of numerical methods for the implementation of these models using real financial data. The primary objectives of the research are to develop new approaches to financial modeling, pricing and hedging of derivative securities, high frequency trading, and risk management based on advanced probability, stochastic process, statistical or machine learning methods, and applied mathematics. The selected candidate(s) will have various opportunities to present their research results at national and international conferences and author manuscript(s) based on their thesis research.
The selected candidate(s) will be offered a competitive funding package which is designed to cover tuition and living expenses. The total financial package may consist of Research Assistantship Bursaries, Teaching Assistantships, and University awards such as the Concordia University Graduate Fellowship (PhD), Concordia International Tuition Award of Excellence, and additional scholarships and bursaries. Students admitted to the MSc/MA receive funding for 2 years and PhD students receive funding for up to 4 years, subject to satisfactory performance.
Students applying to the MSc/MA in Mathematics and Statistics should hold, or be nearing completion of, an undergraduate degree in Mathematics, Statistics, Mathematical and Computational Finance, or equivalent. Students applying to the PhD in Mathematics should hold, or be nearing completion of, a Master’s degree in Mathematics, Statistics, Mathematical and Computational Finance, or equivalent. During their previous degree program, prospective students should have been exposed to advanced probability, analysis, differential equations, and mathematical statistics. Experience with computer programming (C++/Java/Python/R/Matlab) in mathematical and statistical modeling is an asset.
How to apply
No longer accepting applications for September 2018 entry
Send an email to Dr. Cody Hyndman indicating your interest in the position.