Re: Masters Dissertations

Posted by Luigi Ballabio-2 on Apr 07, 2004; 2:09am
URL: http://quantlib.414.s1.nabble.com/Masters-Dissertations-tp2875p2876.html

Daniel,

On 2004.04.05 15:05, daniel saitowitz wrote:
> I am currently looking for dissertation topics in Mathematical  
> Finance ... I would like to develop accompanying code as part of  
> quantlib for whatever work I do.

Glad to hear this. It seems that QuantLib is being of some use to  
academia, which is nice---especially as I've been in academia myself in  
my previous life... (well, QuantLib wouldn't have been of much use  
there as I was calculating neutron spectra from thermonuclear plasmas,  
but I digress :)

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

I doubt it. The todo list is more concerned with implementing existing  
literature than with breaking new ground. Unless you can focus your  
thesis on implementation, but I don't think this is the case, is it?

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

Which are two areas in which QuantLib is utterly lacking. See how  
everything fit together neatly? :)

Good luck,
                Luigi