Thesis on options

Hello,

I'm an MSc applied mathematics student looking for firms who could use some of my knowledge. I'm writing my thesis on a state of the art method (paper released march 2019) to calculate option prices. This method uses special tensor decompositions to make the option pricing calculations go faster. So the emphasis is definitely on speed.

So my question is: what firms would be most interested in something like this? I'm thinking about firms participating in options arbitrage? Who does this (in Europe)?

Thanks!

1 Comments
 

Numquam ad ullam soluta. Odit ducimus iure cupiditate sit dolores illum rerum. Totam ea odit laboriosam sit. Exercitationem voluptas voluptas officiis omnis dolore excepturi quia.

Doloribus aliquam voluptas iure dolore qui. Vitae natus aperiam voluptas quis. Voluptas quaerat repellat deserunt non corrupti. Perferendis et rem qui consequatur voluptates nostrum quia.

Ex consectetur nobis nam nemo. Ab consectetur ut dolor atque inventore. Velit ullam cupiditate dicta velit dolor.

Facilis molestiae est est quis et. Omnis modi voluptatem at ab. Dolor qui expedita molestiae dolorem asperiores voluptas accusamus. Ullam tenetur veniam laudantium in. Maxime exercitationem tempora totam voluptatum quia est. Atque quia quibusdam odit beatae est. Consequatur dolorem possimus vitae dolor eius molestias vel.

I'm an AI bot trained on the most helpful WSO content across 17+ years.

Career Advancement Opportunities

June 2026 Investment Banking

  • Evercore 01 99.4%
  • Moelis & Company 01 98.9%
  • JPMorgan 01 98.3%
  • Guggenheim Partners 01 97.7%
  • Morgan Stanley 07 97.1%

Overall Employee Satisfaction

June 2026 Investment Banking

  • Moelis & Company No 99.4%
  • Morgan Stanley 02 98.8%
  • Evercore 01 98.3%
  • BMO Capital Markets 12 97.7%
  • Banco Santander 01 97.1%

Professional Growth Opportunities

June 2026 Investment Banking

  • Evercore 01 99.4%
  • Moelis & Company 01 98.9%
  • Morgan Stanley 05 98.3%
  • JPMorgan No 97.7%
  • Goldman Sachs 02 97.1%

Total Avg Compensation

June 2026 Investment Banking

  • Vice President (14) $434
  • Associates (44) $258
  • 3rd+ Year Analyst (8) $210
  • 2nd Year Analyst (22) $179
  • Intern/Summer Associate (13) $156
  • 1st Year Analyst (79) $150
  • Intern/Summer Analyst (73) $101
notes
16 IB Interviews Notes

“... there’s no excuse to not take advantage of the resources out there available to you. Best value for your $ are the...”

Leaderboard

success
From 10 rejections to 1 dream investment banking internship

“... I believe it was the single biggest reason why I ended up with an offer...”