December 8th, 2005, 8:37 am
I have to start thinking about my master thesis soon, but I don't really know what to write about. I would like to come up with my own idea, instead of just getting the topic from my professor. My background would mainly be: Stochastic analysis, measure theory, financial math(Kartaz/Shreve) etc. Do you have any exciting topics to recomend? I would like to write about something related to derivatives of course. Since I live in an oil-country I was thinking about the emerging markets of oil freight derivatives in some sense. It's just an idea and it sounds interesting. We also have the IMAREX exchange in town.Any thoughts?