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Open questions....?
Posted: March 13th, 2005, 2:29 pm
by Maddogg
Hi,I'm going to make Ph.D in financial mathematic, especially in interest rate modeling. Can anyone write me what is the most demanding problem in this field to solve now. I'm looking for open questions to work on. TIAKonrad
Open questions....?
Posted: March 14th, 2005, 10:21 am
by ckarakus
Find a closed-form solution for BS PDE.
Open questions....?
Posted: March 15th, 2005, 1:56 pm
by JojoLeBarjo
My question which can be a closed one would be :Usually a riskfree world and a historic one. How to link them ?
Open questions....?
Posted: March 24th, 2005, 9:55 am
by eiriamjh
QuoteOriginally posted by: MaddoggHi,I'm going to make Ph.D in financial mathematic, especially in interest rate modeling. Can anyone write me what is the most demanding problem in this field to solve now. I'm looking for open questions to work on. TIAKonradThe most demanding problem in finance is to find ways to make money consistently. The amount of sophistication you employ to get there is fairly irrelevant - but admittedly the more sophisticated your money-making strategy, the less likely it has already been found.e.
Open questions....?
Posted: March 24th, 2005, 5:59 pm
by exotiq
See the FAQ thread on the most important unsolved problems in finance.
Open questions....?
Posted: March 28th, 2005, 1:15 am
by alex07078
How hedging MBS amplifies interest rate movement.
Open questions....?
Posted: March 31st, 2005, 5:49 pm
by txa45