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PhD in Econophysics or Economics

posted on 20 May 2013

I graduated in Physics writing a thesis on Quantum Finance ("Quantum Finance: Applications of Quantum Mechanics to option pricing"). I have also studied something about Mathematical Finance for my thesis (the binomial model, European and American derivatives, forwards, futures, Ito's calculus, dividend-paying stocks, the Black-Scholes-Merton equation, the risk-neutral measure, Girsanov's and Feynman-Kak theorems and so on). I attended a course for the Mathematics PhD Program about these topics too.
Now, I am interested in continuing my studies in this field or in econophysics and I am looking for a PhD Program in Physics or Economics. On this blog I've seen that University of Houston has a PhD in Econophysics. Maybe IMT of Lucca could be interested in this field. Do you know any other university I could get in contact with?

Thank you very much!

Discussion

Prof. dr. Yakovenko University of Maryland Department of Physics

Prof. dr. Sornette ETHZ

Prof. dr. Fouque University of California at Santa Barbara

Also :

Dr. Tiziana Di Matteo Kings College

Professor Giulia Iori City University London

Professor Doyne Farmer Oxford University

Thank you very much. I'm going to send an email to them.

Anybody knows other universities?