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I'm searching for an undergrad thesis in finance. I already have some ideas, but still wanted to ask: Is there a an interesting topic that jumps to your mind, when you think about implied volatility (difficulty: beginning of master)?

Thanks in advance

Cheers

Mike

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I do not think this is allowed in this forum, but anything that has to do with using option implied volatility and skewness to estimate market betas or expected returns.

Here's a few references:

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A comprehensive review of how people deal with negative interest rates in SABR / LMM and similar models could make a good thesis.

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