Is writing a thesis on random schrodinger matrix a good idea?

[mathtoquant]

I have a suggestion on this topic for masters thesis from my adbisor. I thought this might be relevant because this is an (very roughly speaking) intersection of PDE and probability theory.

I have no intention of going into PhD tho but I'm very interested in learning this mathematical physics. My goal is to become a quant researcher after graduation. Would this be a terrible idea? Would this be tangibly helpful for the recruiting process next year if I additionally build good projects on quant finance?

 

[Daniel Duffy]

No. It is not very relevant in my opinion.

My recent book discuss the all the PDE methods in finance and more.

Numerical Methods in Computational Finance: A Partial Differential Equation (PDE/FDM) Approach

This book is a detailed and step-by-step introduction to the mathematical foundations of ordinary and partial differential equations, their approximation by the finite difference method and applications to computational finance. The book is structured so that it can be read by beginners, novices...

www.wiley.com

 

[Qui-Gon]

Random matrix theory/free probability is definitely a relevant topic IMO

I have the book by Potters and Bouchard (https://www.amazon.com/Course-Random-Physicists-Engineers-Scientists/dp/1108488080) and find it very good for describing the foundations and practical elements of RMT