• C++ Programming for Financial Engineering
    Highly recommended by thousands of MFE students. Covers essential C++ topics with applications to financial engineering. Learn more Join!
    Python for Finance with Intro to Data Science
    Gain practical understanding of Python to read, understand, and write professional Python code for your first day on the job. Learn more Join!
    An Intuition-Based Options Primer for FE
    Ideal for entry level positions interviews and graduate studies, specializing in options trading arbitrage and options valuation models. Learn more Join!

master's thesis - exotic option

tyskland

Joined
7/9/10
Messages
9
Points
11
I am struggling to come up with a good topic for my master's thesis. I want it to be about pricing an exotic option that is not too difficult to price but at the same time not trivial either (meaning it shouldn't have an analytical expression). I'm thinking of using binomial trees and monte carlo simulation (any other method that is reasonable?) in matlab.
 

Similar threads

BreeZeriNoo
Ideas for Master's thesis in finance
Replies
1
Views
1K
Lukee
Lukee
  • Question Question
Seeking some master's thesis topics, as as a math majors
Replies
2
Views
2K
Qui-Gon
Qui-Gon
pricing exotic options in a levy market with stochastic volatility
Replies
0
Views
2K
smile_for_vol
Master's thesis in financial econometrics
Replies
4
Views
1K
FinEsse
Master's Thesis topics in quantitative finance?
2
Replies
38
Views
26K
Daniel Duffy
Daniel Duffy
Back
Top