Hi everyone. I’m about to write a bachelor project which is 15 european ECTS point (half of a semester’s workload). I’m at the very beginning of the project and haven’t chosen a topic yet. I will like the project to be about quantitative/mathematical finance.
I really want to work with some advanced subjects in math such as stochastic differential equations, fourier etc. and combine it with some data analysis and numerical methods.
So; please suggest some topics. I’m still in the ‘idea phase’, so just write down as much as possible.
So far I have considered working with Black-Scholes delta hedging or Black-Scholes with a stochastic volatility.
I really want to work with some advanced subjects in math such as stochastic differential equations, fourier etc. and combine it with some data analysis and numerical methods.
So; please suggest some topics. I’m still in the ‘idea phase’, so just write down as much as possible.
So far I have considered working with Black-Scholes delta hedging or Black-Scholes with a stochastic volatility.
