Hi all, My name is Chase Relock I'm current a senior in mathematics at UC Berkeley and have experience programming python primarily. I've done two classes in pure group theory and have a lot of resources at my disposal on group theory that make it a viable choice for me. I've also done a high level ODE theory course which I've retained a lot of material from and could contribute. Ideally though I might be interested in implementing some statistical finance module. A built in black-scholes model and the calculation of implied volatility (Often something goal-seeked in excel) could be a place to start. I have also developed some interesting results from this question I initially asked on Quant StackExchange HERE<http://quant.stackexchange.com/questions/10407/algorithmical-repilcation-of-a-profit-and-loss-function-using-different-options> that allow for a very nice symbolic construction of a portfolio from a given payoff function that is more elegant than the solution proposed in the linked PDF. It would actually go hand-in-hand with a symbolic matrix library. This is a topic I will also most likely be writing a small paper about as I find that there is an interesting argument to be made about finding a minimum collection of options that generate a portfolio. Stochastic finance also very quickly leads to the usefulness of a stochastic process module. Please let me know if anything here would actually be of interest, as I'd be very excited to implement some of these ideas.
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