Looking for a project

[PavanKumar]

Hey I am looking to do a project as part of my curriculum in Financial mathematics. But I am unable to find the right suggestions for topics. Can you please suggest something with respect equity Evaluation, Portfolio management or Risk Management(VaR)

 

[GoalSeeker]

calculate 4-5 diff vars ex. historical var, normal var, monte-carlo var, hyperbolic var, stress var and discuss pros n cons of each.. thats the 1st suggestion that came to mind. n it will find direct application smwhr in the industry

 

[Ken Abbott]

Do PCA on USD, EUR, GBP, JPY and a few other swap curves, before and after 2008. Compare them to similar curves for sovereigns. Has the nature of yield curve dynamics changed? How do yield curve dynamics compare to those of the oil forward curve? Agricultural curves? Metals curves?

 

[Orneta]

Try this: Implementing HJM model by Monte Carlo Simulation

 

[John]

say you are a fund management institution, you have diversified portfolio of assets, a mixture of stocks, bonds, REIT, alternative assets. Can you devise a hedging program?

 

[PavanKumar]

Thank you all...