Students with strong background in mathematics and research interests that align with mine (see the recent preprints / papers below) who are interested in pursuing a PhD under my supervision can contact me: d.siska@ed.ac.uk to discuss a research proposal. This should be done before the formal application process starts, see the School PhD applications website but after you've read the information below and at least a couple of my preprints / papers.
If you do send me an email please include one paragraph of roughly what you would like to work on and how it relates to one of my recent papers or preprints. I will not reply to generic emails that do not include this information, or if I do reply it will be a generic email pointing you to the information here.
The topic you propose should relate to my recent papers. Especially if the paper you find interesting is more than 5 years old there is a good chance that my research interests have evolved and I am working other topics.
I am unlikely to be interested in projects in "derivative pricing" or "interest rate modelling" or many of the other classical topics in financial mathematics. The only exception would be a financial mathematics topic that is connected to learning, reinforcement learning or that leads to interesting stochastic control problems.
For available funding see the School PhD applications website. On your application you should write "School of Mathematics funding" as your funding source. The School funds all the students it accepts and conversely doesn't accept self-funded students (an exception is made for students' funded by national research agencies / councils from their home countries).
As you can imagine the applications are very competitive and the School receives many more applications than it can accept. There is also an element of luck and an element of prioritasion for funding that is invisible to the applicants and is based on the School's internal goals. What this means for you is that even if I agree to supervise you, it does not mean that you will be accepted and funded and you should also be applying elsewhere.
