- Joined
- 8/22/09
- Messages
- 4
- Points
- 11
Dear All
I'm currently at the final stage of my taught MSc study in Mathematical Finance
with courses such as optimization finance, time series, computation fiance, derivatives, microstructure.
Although I got distinction marks for all the courses above, it does not mean I really understand them very well. They
just gave me an introduction to the mathematical finance field.
I've done two projects on pricing: 1. asia option pricing via edgeworth expansion 2. Option pricing via Fast Fourier Transform.
I can make matlab code basing on the papers, however because my math is not strong, it took me such a long time, at least 2-3 weeks, to understand the formulas.
That's why I want to pursue PhD study in Derivatives field which can strengthen my mathematics and modelling capabilities.
As to the research topic, I consider the STRUCTURED PRODUCT as my researh thesis because it is very up to date and
because I want to understand the formula, theories of thees product, and be able to create my own models of them
and control the risk of buying them.
However after few days research on the internet, I am still really not sure which specific topic to begin.
I hope the anyone in this forum can give me some suggestions or hints. That would be a great appreciation.
Regards.
Abraham
I'm currently at the final stage of my taught MSc study in Mathematical Finance
with courses such as optimization finance, time series, computation fiance, derivatives, microstructure.
Although I got distinction marks for all the courses above, it does not mean I really understand them very well. They
just gave me an introduction to the mathematical finance field.
I've done two projects on pricing: 1. asia option pricing via edgeworth expansion 2. Option pricing via Fast Fourier Transform.
I can make matlab code basing on the papers, however because my math is not strong, it took me such a long time, at least 2-3 weeks, to understand the formulas.
That's why I want to pursue PhD study in Derivatives field which can strengthen my mathematics and modelling capabilities.
As to the research topic, I consider the STRUCTURED PRODUCT as my researh thesis because it is very up to date and
because I want to understand the formula, theories of thees product, and be able to create my own models of them
and control the risk of buying them.
However after few days research on the internet, I am still really not sure which specific topic to begin.
I hope the anyone in this forum can give me some suggestions or hints. That would be a great appreciation.
Regards.
Abraham
