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  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

    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...

  3. 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...
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