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Old 23 Nov 2005, 1:18 PM   #11 (permalink)
§eraphim
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§eraphim will become famous soon enough§eraphim will become famous soon enough
yes, im majoring in finance, stats and probably applied math.

errr..i really havent done that much finance to say. most of it is a lot like applied (simple) linear regression using excel. its not mathematically rigorous but it teaches all the practical stuff in a relatively simple way (eg finite different approximations).

personally, i intend to do more applied math and stats (eg time series and optimisation) rather than theoretical stuff (like mathematical finance and probability theory, stochastic analysis, etc). im assuming you are going to do honours. any ideas yet for what ud like to do (in addition to malliavin calculus)?

peter buchen seems to encourage financial math studies for undergrads.

another interesting link: http://www.qgroup.org.au/

do u know much about "stochastic portfolio theory"?
http://www.intechjanus.com/research/research.html
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