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Undergraduate Project

Hi all,

I'm going to be starting a undergrad project, preferably in the area of finance, but don't really have an idea or "problem" that I am trying to pursue. I have background in probability, statistics, calculus, linear algebra and a little bit of stochastic calculus. All suggestions are welcome.

Sorry, I should have specified that I would prefer to do it in an area of finance. Heat equation is a great suggestion though, thank you very much.
I am too a Master in Statistics hoping to get a job in finance area . Right now I am trying to figure my possible thesis topic. I am thinking of some work in Markov-switch regime frame work applied to GARCH model. Anyone has other suggestions? Or is it possible to get a headhunter and ask about his opinion?

Sanket Patel

i do stuff