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I am looking for computational projects related to mathematics of finance suitable for a senior level independent study for a student who has seen the green light, (or the light of the green!). I had a brief encounter with Black Scholes formula some n years ago. But I am looking for a site that has a listing of several ideas. Similar questions have been posted on this site but the pickings are slim. I thought I try anyway.

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Nassim Taleb has some pretty controversial ideas on mathematics of finance. It is not a site, but you may want to peruse through his two main books for some inspiration: Fooled by Randomness and The Black Swan. –  Jordan Mahar Jan 19 '13 at 4:31
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