Help with dissertation topic

[Carlos Torres]

Hello everyone!

I'm new to this community

I want to ask you about topics that could be interesting for a dissertation, in order to follow a carreer as a quant analyst.

I took advanced courses in Copulas, Financial Time Series, Financial Risk Management Analysis and Derivatives, so maybe something around those topics, or combining them would be great.

I also know how to programme in R.

Is a dissertation in the bachelor's level, for a degree in Actuarial Science.

I want something interesting for me and also for someone who may read it for an MSc programme, or something that could prepare me for a future job as a quant analyst.

Thank you very much

 

[Mikey V]

Hello everyone!

I'm new to this community

I want to ask you about topics that could be interesting for a dissertation, in order to follow a carreer as a quant analyst.

I took advanced courses in Copulas, Financial Time Series, Financial Risk Management Analysis and Derivatives, so maybe something around those topics, or combining them would be great.

I also know how to programme in R.

Is a dissertation in the bachelor's level, for a degree in Actuarial Science.

I want something interesting for me and also for someone who may read it for an MSc programme, or something that could prepare me for a future job as a quant analyst.

Thank you very much

Hard to ask others what to do for your own research! Maybe you have to do some research before your research eh

 

[Carlos Torres]

Just looking for general topics like a starting point. I've already thought about portfolio theory, machine learning, neural networks, but not quite passionate about them.

But yeah! I understand your reply and you are right!

Maybe I just need somefresh ideas so I could find what I'm looking for.

 

[Daniel Duffy]

Maybe www.wilmott.com, www.nuclearphynance.com

 

[Jakelaker]

The first step is to find the branch you want to explore, whether it's statistics, or mathematical finance, etc.

Second step is taking a look at what the chosen branch entails. i.e., Explore what branches out of this branch:
Mathematical finance - Wikipedia
Category:Mathematical finance - Wikipedia

Then read some papers on it, should be somewhat specific e.g. "Martingale pricing papers".

I had to do something similar but for undergraduate and it was successful and enlightening. This is just one searching algorithm that worked for me. Hope it helps.

 

[Daniel Duffy]

Copying Jakelaker's nice link idea
Computational finance - Wikipedia