senior honor thesis topic

[Nancy Bilicich]

Hi everyone,

I am a college junior mathematics major right now and am thinking about my senior honor thesis topic. Dreaming to get into some top MFE programs, I am hoping to do something in relate to finance. My thesis adviser is an expert in probability and statistics. I have taken probability with him and I will take mathematical stats and stochastic process in the near future. Based on my current mathematical background, it is almost impossible for me to come up with a doable topic for my senior honor thesis...

So far, I have only taken calc 1,2,3, linear algebra, differential equation and linear alg, intro to abstract maths, probability, and real analysis. I have done quite well in most of these classes but still, as an undergraduate maths major in her junior year, I have no idea how probability/stats are applied into solving some financial problems. Also, I have only taken the first intro-level finance class at my school.

If I cannot come up with something on my own, I will have to do something with relate to biology... which is my adviser's research project, but is not my field at all. If any of you can tell me about some potential good project topic or point me into the right direction by suggesting me some good intro-level books or articles, I would greatly appreciate it!!!

Thank you so much!

 

[Nancy Bilicich]

can anyone briefly talk about how probability and statistics are applied to finance problems???

thanks a lot!

 

[Andy Nguyen]

I would suggest you try to browse the research paper in the field and google a bit for the paper with topic you like. If you find something you can understand and feel like you can do, then proceed with caution.
Research is really hard if you don't know and like the subject well.

Start here Category:Paper - QuantNetwork Wiki