Business & Economics: Actuarial Studies - Risk Management
Scholarship Description
A Macquarie University Research Excellence (MQRES) PhD scholarship is available the Faculty of Business & Economics, Department of Actuarial Studies, undertaking research associated with an ARC funded Discovery project in 2010. The project will develop new models for assessing and managing the risks of various products including financial derivatives, modern insurance products with embedded options and real options under regime-switching models. We shall propose some methods for implementing and estimating the model by exploiting techniques from stochastic filtering for hidden Markov models. Interested candidates should contact, in the first instance, the principal supervisor A/Professor Tak Kuen (Ken) Siu, before completing an application form. Refer to: http://www.hdr.mq.edu.au/information_about/scholarships for further instructions. Please quote the allocation reference number 2010080 on your application form.
| Reference Number: | 2565 |
| Study Subject: | Risk Measures and Management in Finance and Actuarial Science under Regime-Switching Models |
| Web Address: | http://www.hdr.mq.edu.au/information_about/applications |
| Provided By: | Macquarie University |
| To be undertaken at: | Macquarie University. |
| Level: | Post Graduate (Research) |
Availability
This scholarship is offered once only to one person. Open for applications until November 1, 2010.
Payment Information
The value of this scholarship is AUD32500 (maximum per annum). This award is to be used for research, living expenses and fees. This scholarship is paid fortnightly for the period of 3 and a half years.
Research Information
This scholarship is for one of the following fields of research: Accounting, auditing and accountability, Business and management, Computation theory and mathematics, ECONOMICS or Mathematics.
Eligibility
This scholarship is for study in Australia.
Application Details
To apply for this scholarship you must consult the scholarship web site. Terms and conditions are subject to change. Always confirm details with scholarship provider before applying.
| Main Contact Tak Kuen (Ken) Siu (Associate Professor) Applied Finance & Actuarial Studies Phone: +61 2 9850 8573 Fax: +61 2 9850 9481 Email: ken.siu@mq.edu.au Address: Macquarie University North Ryde NSW, Australia 2109 |
| Main Contact The Scholarships Officer (Higher Degree Research Unit) Macquarie University Email: pgschol@mq.edu.au Web Site: http://www.research.mq.edu.au/students/scholarships#scholar Address: Cottage C4C NSW, Australia 2019 |