Master's Thesis topics in quantitative finance?


Active Member
There are too many papers online. You can just replicate one of them. I’m currently replicating “factor mimicking portfolios” you can ssrn that



Daniel Duffy

C++ author, trainer

I used This papir in my theiss. I Will definitely recommend this topic :)
Is your thesis public domain? I have a number of questions regarding McGhee's that I was unable to get an answer to.
Thank you for the link. I will surely look into it. Can somebody please tell me where I can read about the pricing of these SOFR indexed MBS? This seems to be a new domain with much less literature available.