Serving the Quantitative Finance Community
Research Suggestions
Hello,I need to write a 3000 word project for my MSc in Financial Engineering. The problem is, that I am not so sure what to write it on. I have interest in C++ coding and pricing derivatives. The project word count will not include the C++ code. I would be greatful if someone out there could give me some good topics that match my interests. I really dont want to do my project on something that has been done many times. I want it to be unique and appealing. Any suggestions are welcome.Thank You.
Research Suggestions
OK, the poster in the adjacent thread (and probably others) needs a treatment of cash dividends in the Heston model.Carry out my suggestion there for how to do that. (Googling will show some interest in this problem, as well as some links to this forum)
Last edited by Alan on April 12th, 2011, 10:00 pm, edited 1 time in total.