What kind of math is idea for financial modeling/estimating noise? For example, if one were to attempt to mathematically map the noise patterns in a Black–Scholes model, what is the idea undergraduate mathematical and statistical background? I'm currently considering topology, differential geometry, group theory, graph theory, probability theory, and stochastic processes.
Any financial analysis anons in here whom would be willing to help?
>>1367623
Good luck finding someone on this board who knows what half of those words mean.
>>1367623
>the noise patterns in a Black–Scholes model
What? I thought the idea of Black Scholes was that the noise cancels each other out.
Anyway OP, look into partial differential equations and mathematical finance. A good background in probability and statistics is required.
t. undergrad math shitter
>>1367623
The fuckers who worry about this shit killed the markets in 2007-2009. Smart motherfuckers nearly killed the US and global financial systems. The two financial fuckheads (Black -Scholes) helped kill Long Term Capital Management (Read "When Genius Failed") which in turn needed private bailouts to survive.
Goddam intellectual capital just fucks with markets these days and investors eat that shit up at their own risk!
