Mathematical Finance and Actuarial Science PhD projects

This page provides a (partial) list of specific (and not so specific) PhD projects currently offered around the Mathematical Finance and Actuarial Science topic.

Identifying an interesting, worthwhile and do-able PhD project is not a trivial task since it depends crucially on the interests and abilities of the student (and the supervisor!) The list below therefore contains a mixture of very specific projects and fairly general descriptions of research interests across the School. In either case you should feel free to contact the potential supervisors to find out more if you're interested.

You should also explore the School's research groups' pages, and have a look around the homepages of individual members of staff to find out more about their research interests. You may also contact us for general enquiries.

Title

Revenue Management

Group Mathematical Finance and Actuarial Science
Supervisor
Description

By Revenue Management (RM), we mean the process of understanding, forecasting and influencing consumer behaviour in order to maximise a firm's revenues. Put simply, RM is all about selling the right product to the right customer at the right time for the right price. RM originated in the airline industry under the term Yield Management. Today, RM is widely employed in many other major industries, such as hotels, restaurants, car rentals and carparks.

A prospective research student in this area should expect to gain knowledge on Optimisation, Markov Processes, Dynamic programming and HJB equations.

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