- Joined
- 11/25/20
- Messages
- 41
- Points
- 18
Hi all,
For some background, I'm a final-year UK maths undergrad, with good grades, recently accepted on a Financial Maths MSc programme. I've played around with C++ on HackerRank and a few miscellaneous Python projects, but I'm not sure how to take things further and where to start with some quant-related projects.
An outline of finance topics with which I'm familiar:
I'm particularly interested in pursuing applications of machine learning to finance, and I'd really just like something I can put some time into for fun.
Thanks to anyone who can offer some advice.
For some background, I'm a final-year UK maths undergrad, with good grades, recently accepted on a Financial Maths MSc programme. I've played around with C++ on HackerRank and a few miscellaneous Python projects, but I'm not sure how to take things further and where to start with some quant-related projects.
An outline of finance topics with which I'm familiar:
- European call and put options, contingent claims, some exotic options and arbitrage.
- (Geometric) Brownian motion, Black-Scholes pricing.
- Volatility estimation, implied volatility. Monte Carlo pricing.
- Itô integral and Itô formula
- Use of stochastic differential equations to model interest rates
I'm particularly interested in pursuing applications of machine learning to finance, and I'd really just like something I can put some time into for fun.
Thanks to anyone who can offer some advice.