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Phd Topic

rhaidinger

Joined
7/18/10
Messages
2
Points
11
Hi

I've been following your site a long time and I must say I'm a big fan. Now it's the time for me to post my first question:

Next week I'm going to meet a professor from my university and discuss with him possible topics for a pdh thesis. The problem is I have no topics :(.
I know I want to do some kind of stuff with levy models, levy copulas or libor models with levy processes. The reasearch areas of my professor are mostly credit risk and quant. risk management.

Can you give me some hints or current reasearch topics for me, in order to prepare myself for the meeting.
Thank you
 
You need to start reading papers and books.
 
I do. Currently Cont/Tankov, and some papers of them. But forumulating a topic for a thesis or finding reasearch a "good" area is kinda hard for me.
 
Relax. Research is very hard the first time you try to do it. You will be very proud of your PhD dissertation when you complete it and very ashamed of it if you read it 10 years later.
Go to your library. Find some research articles in the top journals by your advisor or in his / her area of interest. In the last section of these articles, there will be a section titled "Conclusions and Directions for Future Research". This will give you some well-defined research topics. See if you find something interesting which you can discuss with your advisor. Also, look at some recent conference articles for more current research in the area.
The research topic has to be suggested by someone who is completely familiar with the literature and is currently doing research in this area. Otherwise, it will be too broad and poorly defined.
 
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