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Suggestion for research topic

Joined
4/13/17
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I am an undergraduate student studying Finance and just finished reading an introduction to stochastic analysis. Now I am looking to do research on topic related to quantitative finance.But, I would like to learn something that is going to be useful in the market.Note that I am aiming to act on a non-deep market in Europe (Not England or Germany etc.).Due to this,I wonder whether quantitative methods can be used in markets with less liquidity and trading volume. I was thinking option pricing as an interesting topic but lack of deepness in the market pulls me back.I am free to any suggestion,from risk management,..etc.
 
I am an undergraduate student studying Finance and just finished reading an introduction to stochastic analysis. Now I am looking to do research on topic related to quantitative finance.But, I would like to learn something that is going to be useful in the market.Note that I am aiming to act on a non-deep market in Europe (Not England or Germany etc.).Due to this,I wonder whether quantitative methods can be used in markets with less liquidity and trading volume. I was thinking option pricing as an interesting topic but lack of deepness in the market pulls me back.I am free to any suggestion,from risk management,..etc.
I did a study for the Financial Services Volunteer Corps a few years ago in Albania one could use other less-liquid benchmarks to price illiquid securities. You'd need access to a Bloomberg. It shapes up to be a panel data problem.
 
I did a study for the Financial Services Volunteer Corps a few years ago in Albania one could use other less-liquid benchmarks to price illiquid securities. You'd need access to a Bloomberg. It shapes up to be a panel data problem.
Thank for you quick response.
The problem you covered was an econometric problem? My initial thoughts on topic selection were option-pricing(Exotics-Asian options),Risk management or Market making with stochastic control. Any opinion for these 3 sections? Is it worth the time to focus in one of these,given the fact that I might not be working in a liquid and complete Market.
 
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