5,791 reputation
21443
bio website blog.smaga.ch
location Hong Kong
age 28
visits member for 3 years, 9 months
seen 48 mins ago

Strats in a commodity trading firm in Hong Kong.


7h
revised What interest rate dynamics would you suggest to simulate a single swap?
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7h
comment What interest rate dynamics would you suggest to simulate a single swap?
@tonijua then I think you question is not ideally asked. I'll edit the title to make it clearer.
7h
answered How can I export intraday frequency data from Bloomberg and (how) is this procedure different than for lower frequencies?
10h
revised Black Scholes model: condition of payout function
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10h
comment Black Scholes model: condition of payout function
Wow that looks like an exercises set problem to me. @emcor gave a great answer so I'm not closing this but next time you should indicate how you attempted to solve this and where exactly your were stuck.
12h
comment How to calculate a forward-starting swap with forward equations?
So you're trying to compute the value of the swap at $t=0$ is that right?
12h
revised How to calculate a forward-starting swap with forward equations?
rephrased title as a question, improved formatting
13h
comment Is there a broad currency index just like there is an equity market index?
@barrycarter I wouldn't use an ETF as a benchmark though, I'd take the index it replicates directly. I guess that's what you meant.
13h
revised Is there a broad currency index just like there is an equity market index?
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13h
answered Is there a broad currency index just like there is an equity market index?
13h
revised Is there a broad currency index just like there is an equity market index?
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1d
answered Does it make sense to use upward and downward volatility in option pricing?
1d
revised Does it make sense to use upward and downward volatility in option pricing?
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1d
comment Hot do I calculate an effective forward rate?
You will find how to do it on wikipedia
1d
revised Hot do I calculate an effective forward rate?
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1d
comment Hot do I calculate an effective forward rate?
This is basic financial question and hence is off-topic here, see the faq.
1d
revised What is the future value of a growing annuity with different periods for payment growth and monthly payments?
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2d
comment What's state price vector?
Where did you hear of this, in what context? What is it that you don't understand?
2d
revised What's state price vector?
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2d
comment What interest rate dynamics would you suggest to simulate a single swap?
Is it an interest-rate swap we're talking about here?