Hello folks,
I'm applying for doctorate degrees in OR and Applied Mathematics (mostly in the US), and I have been suggested that I prepare a research proposal as some supervisors want it.
I am currently learning and navigating through concepts, and it is a little difficult to absorb so much information while doing my undergrad, in addition to reading enough literature to come up with a research proposal. However, my areas of interest so far are:
1. Advanced methods for pricing and hedging of derivative securities:
Subdomains: which include model jump with stochastic volatility; asymptotic methods in option pricing
2. Systemic risk:
Subdomain: quantitative models of financial stability
3. Stochastic control
Would really appreciate any tips on deciding on a research idea among these areas, and any further tips regarding drafting a research proposal would be appreciated too!
Cheers,
Aspiring quant
I'm applying for doctorate degrees in OR and Applied Mathematics (mostly in the US), and I have been suggested that I prepare a research proposal as some supervisors want it.
I am currently learning and navigating through concepts, and it is a little difficult to absorb so much information while doing my undergrad, in addition to reading enough literature to come up with a research proposal. However, my areas of interest so far are:
1. Advanced methods for pricing and hedging of derivative securities:
Subdomains: which include model jump with stochastic volatility; asymptotic methods in option pricing
2. Systemic risk:
Subdomain: quantitative models of financial stability
3. Stochastic control
Would really appreciate any tips on deciding on a research idea among these areas, and any further tips regarding drafting a research proposal would be appreciated too!
Cheers,
Aspiring quant
