Inspiration for exam

Question

To complete college (or what the equivalent in Denmark would be) I will have to write a text about a topic that I choose. I have chosen to write about mathematics in business economics, and specifically, I want it to be about investment analysis and risk assessment. I am seeking some inspiration for possible mathematical topics to include. My knowledge in math is at bachelor degree, but I am up for a challenge. I already have a few ideas, e.g. I am pretty sure I will include something about the poisson distribution.

Any answer is appreciated. Thank you in advance.

Answer 1

You might look at how over-reliance on the normal distribution contributed to the Great Financial Crisis.

Answer 2

Hull's book "Options, Future and Other Derivatives" is a well-organised and well-written text that might be a useful source of examples for you.

Answer 3

Or try Iceberg Risk by Kent Osband. Hull has another book, Risk Management and Financial Institutions that will also have examples. So I second @Rob Arthan.