Departmental website: lse.ac.uk/maths|
Number of graduate students (full-time equivalent)
Taught: 61
Research: 12
Number of faculty (full-time equivalent): 18
RAE: 45% of the Department's research was rated world leading or internationally excellent
Location: Columbia House
About the Department
The LSE Mathematics Department is internationally recognised for its teaching and research. Located within a world-class social science institution, the Department aims to be a leading centre for mathematics in the social sciences.
The Department is well known for its research excellence in discrete mathematics and algorithms, game theory, financial mathematics, and probability. All staff in the Department were entered for the 2008 Research Assessment Exercise (RAE): 45 per cent of the work submitted was deemed to be either internationally excellent or world leading, with almost all the remainder being internationally recognised.
We run weekly research seminars covering the Department's research interests, which are attended by many people from both inside and outside LSE. We also host informal lunchtime seminars and reading groups, on a weekly basis. The Department regularly attracts eminent visiting academics.
The Department has close ties with other departments at LSE, such as Statistics, Finance, Economics and Management, and we are an integral part of the mathematical community of the University of London.
The Department provides a friendly and supportive environment; students are part of a community of scholars, and are well placed to pursue a career building on their academic accomplishments. Further information on the Mathematics Department can be found on our website: lse.ac.uk/maths
Staff and their academic interests
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Professor Steve Alpern: Mathematical ecology (mate selection games, predator search problems, cacheing behaviour), search games, accumulation games, copying games.
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Professor Martin Anthony: Mathematical aspects of machine learning, particularly probabilistic modelling of learning and discrete mathematical problems in the theory of learning, data mining and artificial neural networks; Boolean function classes and their representations.
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Dr Tugkan Batu: Algorithms and theory of computation, particularly randomised computation, (sublinear) algorithms on massive data sets, property testing, and computational statistics.
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Professor Graham Brightwell: Combinatorics in general, especially finite partially ordered sets, probabilistic methods, and algorithmic aspects.
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Dr Albina Danilova: Stochastic calculus and financial mathematics, in particular: filtering, enlargement of filtrations and stochastic control and optimisation; derivatives pricing and hedging in incomplete markets and/or under asymmetric information, utility maximisation and equilibrium.
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Dr Pavel Gapeev: Stochastic analysis and its applications in financial mathematics, and optimal stopping problems arising in mathematical statistics and finance, in particular optimal stochastic control, interest rate models, and credit risk theory.
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Professor Olivier Gossner: Game theory, theoretical economics, and statistics. More specifically, games with incomplete information, entropy and codification, and repeated games.
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Professor Jan van den Heuvel: Discrete mathematics in general, in particular graph theory, algorithmic aspects of graph theory, applications of graph theory, and matroid theory.
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Dr Arne Lokka: Stochastic analysis, Malliavin calculus for pure jump processes, filtering, optimal stopping problems, valuation of investment decisions, derivative pricing and hedging in incomplete markets.
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Dr Adam Ostaszewski: Applicable mathematics (mathematical finance, with a particular interest in real options and accounting theory, including corporate disclosure policy; bargaining theory) and pure mathematics (set-theoretic topology, and regular and analytic variation).
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Dr Robert Simon: Stochastic games and dynamic systems, games of incomplete information, ergodic theory and topology, matroids and other shellable simplicial complexes.
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Dr Jozef Skokan: Various topics in combinatorics and graph theory. In particular, extremal set theory, quasi-random structures, probabilistic combinatorics, discrete geometry, graph theory, combinatorial games and topics in theoretical computer science.
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Professor Bernhard von Stengel: Game theory (efficient computation of equilibria, theory of online algorithms), extensive form games, correlated equilibria, pivoting algorithms in linear programming and in linear complementarity problems; polytope theory.
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Dr Konrad Swanepoel: Combinatorial and discrete geometry; axiomatic geometry; finite geometries; geometry of finite-dimensional normed spaces; geometric shortest networks, such as Steiner minimal trees and the Fermat-Torricelli problem; extremal combinatorics.
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Dr Luitgard Veraart: Financial mathematics particularly optimal investment problems, stochastic volatility models, pricing of derivatives, risk management in financial markets.
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Professor Mihail Zervos: Stochastic analysis, stochastic control and optimisation, optimal stopping problems, valuation of investment decisions and investments in real options, options of American type, derivative pricing in incomplete markets, weather derivatives.
More information on our research, including a number of research papers, can be found in the 'Research' section of our website: lse.ac.uk/maths/Research|
Opportunities for research
Supervision for MPhil and PhD research is available in: combinatorics, combinatorial optimisation, theory of computation and algorithms, computational learning theory, financial mathematics, game theory, graph theory, probability theory, search theory, and in the applications of mathematics in areas such as telecommunications and economics.
Our typical entry requirement is at least an MSc in a relevant area of mathematics or a good four-year degree equivalent to a master's; exceptionally an excellent undergraduate degree in mathematics, or the equivalent, will be accepted, provided there is evidence of sufficient competence in relevant areas of mathematics.
Students have access to the School's library and to the libraries of other colleges of the University of London, and also benefit from the School's and the Department's comprehensive computing and information facilities. Mathematics PhD students attend appropriate taught courses provided by either the London Taught Course Centre for PhD students in the mathematical sciences, or the London Graduate School in Financial Mathematics, depending on the focus of their research.
Applicants are invited to follow the advice offered on our website at lse.ac.uk/maths/Research|
Taught programmes