Hi,
I am required to write up a dissertation for the summer term in my MSc in Finncial Mathematics and Computation and would like some suggestions on what are the current/hot topics I can write about. It should preferabley involve a mathematical model for a suitable application problem and their development, some orm of analysis and an implementation of a computational method.
I have come to a bit of a block right now. One if my initial thoughts was to write about possibly credit spreads and subordinated debts and estimate how the probability of calling back thdebt translates into a spread.
However, I am open to suggestion if there are any!
I am required to write up a dissertation for the summer term in my MSc in Finncial Mathematics and Computation and would like some suggestions on what are the current/hot topics I can write about. It should preferabley involve a mathematical model for a suitable application problem and their development, some orm of analysis and an implementation of a computational method.
I have come to a bit of a block right now. One if my initial thoughts was to write about possibly credit spreads and subordinated debts and estimate how the probability of calling back thdebt translates into a spread.
However, I am open to suggestion if there are any!
