5,364 reputation
21040
bio website blog.smaga.ch
location Geneva, Switzerland
age 28
visits member for 3 years, 1 month
seen 18 hours ago

Investment Analyst in an asset allocation firm in Geneva.


2d
comment How to calculate the rho of an index future
This is either unclear or incomplete or basic.
Apr
4
revised What quant-related functionalities is R lacking compared to commercial software like Mathematica and Matlab?
edited tags; edited title
Apr
4
comment What quant-related functionalities is R lacking compared to commercial software like Mathematica and Matlab?
Ok I purged the comments here, I got your points. If you feel this is opinion-based, vote to close (although I disagree). If you have a concrete example of features of R that are lacking, provide them in an answer.
Apr
4
revised What quant-related functionalities is R lacking compared to commercial software like Mathematica and Matlab?
added 10 characters in body; edited tags; edited title
Apr
3
answered what is the vol in the BS formula?
Apr
2
comment Closed form european option prices for a variance gamma process with a randomly distributed drift, volatility, and variance rate
You should at least describe the model, and provide a link to a resource.
Apr
2
comment What is shorting a asset that has negative price. Can anyone give me an example?
Can you give an example of an asset with negative price?
Apr
2
reviewed Reject suggested edit on Are e-mini markets manipulated?
Mar
31
awarded  Popular Question
Mar
25
awarded  Enlightened
Mar
25
awarded  Nice Answer
Mar
9
comment Is Behavioral Finance relevant to quants?
@Probilitator well my concluding remark was supposed to be my last question... Clearly yes, it's worth opening the topic, but it's been an open question for some time now with no obvious answer apparently...
Mar
9
answered Is Behavioral Finance relevant to quants?
Feb
21
awarded  Yearling
Feb
18
reviewed Reviewed Model calibration to illiquid assets when pricing options with long maturities
Feb
18
reviewed Approve suggested edit on epps-effect tag wiki excerpt
Feb
17
reviewed No Action Needed What is the most amount of money the consumer would be willing to pay to play take this gamble?
Feb
16
revised How to replicate this option?
correction according to comment
Feb
16
comment How to replicate this option?
@Mat.S oh yes of course!
Feb
15
revised How to replicate this option?
added 1 characters in body