Possible topics for BA thesis combining economics, mathematics, and applied to finance?
I am a future senior in college, majoring in Math and Economics. I am also interested in finance, and this summer working as an intern on the trading floor of a large investment bank. Do you have any ideas of topics for a thesis that would combine my knowledge in these fields? The thesis will be written, though, for my Economics major. How could I use my internship to gather data or get ideas for my thesis? I would like my thesis to be quantitative and use a lot of data and econometric tools. Perhaps a model or an algorithm... Also, do you know sources such as jornals or articles that would help me get ideas and learn about how to structure and write a thesis? Yes, the bank is publicly traded.
Public Comments
- Is the large investment bank itself publicly traded? If so, you should have no trouble obtaining plenty of historiacal data about its past stock prices. How about learning about the Black-Scholes formula for calculating the value of a call option on your own bank's stock, and then calculating the input values of the formula from scratch (for example, derive sigma rather than taking its value as given), plugging into the formula, and then comparing the formula value for the indicated price of the call with the market value.
