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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. –  GovEcon Jan 19 '13 at 4:31
    
Did you ever find what you were looking for? –  Joe Johnson 126 Aug 26 at 16:28
    
@JoeJohnson126 No, the question does not generate enough interest in this community. –  Maesumi Aug 27 at 17:26
    
Did you ever find your answer in another community? –  Joe Johnson 126 Aug 28 at 1:09
    
No, not that I recall. However there is a "quantitative finance" stack exchange. My student ended up writing a thesis on simulation of planetary motion via RK methods. –  Maesumi Aug 29 at 13:49

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