Hi there, I'm currently an undergraduate studying in australia. Im currently doing a maths undergrad, with a course in derivative pricing this semester. I'm going to do a summer research with my lecturer this summer and I'd like to know what should i actually research on. I'd intend to do a MFE program for my postgraduate when i graduate next year.
Currently in my course i've learned the basic models of modelling, like Vasicek, CIR, black karasinski models under the risk neutral valuation, and computing them in R.
Are there any fields of financial modelling that are currently very interesting or have potential to looked into?
thank you for reading this
Currently in my course i've learned the basic models of modelling, like Vasicek, CIR, black karasinski models under the risk neutral valuation, and computing them in R.
Are there any fields of financial modelling that are currently very interesting or have potential to looked into?
thank you for reading this
