Masters Dissertations

Posted by daniel saitowitz on Apr 05, 2004; 7:05am
URL: http://quantlib.414.s1.nabble.com/Masters-Dissertations-tp2875.html

Hi Guys,

 

I am currently looking for dissertation topics in Mathematical Finance so if anyone out there has any ideas - please let me know.

I would like to develop accompanying code as part of quantlib for whatever work I do.

One strategy that has been recommended to  me is to find a recent paper and build on it in some way - so did anyone read any great articles recently?

Or maybe there are areas on the Quantlib todo list I  could make a dissertation out of?

The areas I am particularly interested in are numerical methods in FX or Credit Derivatives markets.

 

Thanks,

 

Daniel