Search results

  1. Pricing American option of historical data

    Hi, For my independent studies, I am working on the Least-square method monte carlo simulation for american option pricing. Using this method, I want to price the historical prices of the option to see how accurate the pricing method is. I was wondering where I can find such data that would be...

  2. Project topic for undergraduate student

    thank you andy. I will look into that =)

  3. Project topic for undergraduate student

    Hi, I need to choose a topic for my undergraduate computational statistics course (3rd year). Project topic could be in monte carlo carlo simulation, evolutionary algorithm for finance, or any other related areas. Tho I need to choose more specific areas of the topic. Can you recommend me a...

  4. Does anyone hear about U of Waterloo?

    bad choice =S.. why would you decline stanford for waterloo =(. You should know the perimeter institute at waterloo is SEPERATE from U of Waterloo right?. By the way, I am a student at waterloo.. and physics is NOT our strong department. Its CS or Engineering.

  5. Suggestion for elective course (pre-mfe)

    Nope. 341 requires intro statistics and multivariable calculus while 340 requires statistics and intro to programming.

  6. Suggestion for elective course (pre-mfe)

    Hi. I am currently a 3rd year math student in a Canadian university hoping to pursue MFE in the future. I am able to squeeze in one more elective to my schedule. What course would be more beneficial in terms of preparing for MFE? Thank you. (p.s I think this is my first time posting in Quantnet...
Back
Top