Project topic for undergraduate student

[aerolim]

Hi,

I need to choose a topic for my undergraduate computational statistics course (3rd year). Project topic could be in monte carlo carlo simulation, evolutionary algorithm for finance, or any other related areas. Tho I need to choose more specific areas of the topic. Can you recommend me a topic that that will be most beneficial for aspiring MFE student.

THANK YOU!

 

[Andy Nguyen]

Maybe get real historical CDS data of financial firms, do your statistical analysis for some study on what effect the crisis has on the volume, spread, etc
That's relevant and beneficial to your MFE application and future study.

 

[aerolim]

thank you andy. I will look into that =)