meta user
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| bio | website | blog.smaga.ch |
|---|---|---|
| location | Geneva, Switzerland | |
| age | 27 | |
| visits | member for | 2 years, 3 months |
| seen | 15 hours ago | |
| stats | profile views | 655 |
Investment Analyst in an asset allocation firm in Geneva.
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Apr 30 |
revised |
Call vs. Put Option deleted 98 characters in body |
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Apr 30 |
comment |
Call vs. Put Option It's fine I did it, you simply can use latex within \$ signs... |
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Apr 30 |
revised |
Call vs. Put Option added 17 characters in body |
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Apr 30 |
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Call vs. Put Option Could you use the math formatting please? It's easier to read... |
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Apr 30 |
comment |
Call vs. Put Option Calm down straightaway. This is basic, you forgot to mention something important the first time (the ATM point), and you're being aggressive. Please look at the answers, and show a bit of courtesy to people who try to help you. |
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Apr 30 |
comment |
Call vs. Put Option @RemusStanescu now that you corrected it by specifying it's at ATM, yes it's correct. I'll edit the answer later... |
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Apr 30 |
comment |
In Black-Scholes, why is $\log{\frac{S_{t+\triangle t}}{S_t}} \sim \phi{((\mu - \frac{1}{2}\sigma^2)\triangle t, \sigma^2 \triangle t)}$? @vonjd is right, this is not correct. |
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Apr 30 |
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Call vs. Put Option @RemusStanescu actually, I see no ATM precision in your question... Could you please edit it to make it a bit more clear? |
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Apr 30 |
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Call vs. Put Option If I did understand your question correctly, it is off-topic (too basic). So please speak if it's not the case, or I'll close this otherwise. |
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Apr 30 |
revised |
Call vs. Put Option deleted 9 characters in body |
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Apr 30 |
answered | Call vs. Put Option |
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Apr 29 |
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Black Scholes Formula for Collar Option Arf yeah of course I made that assumption... I get what you meant now... |
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Apr 29 |
answered | How to use PCA for trading |
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Apr 29 |
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How to make the final Interpretation of PCA? @ManInMoon the variable which adds the most variance to the sample. |
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Apr 29 |
revised |
Good source for S&P multiplier deleted 15 characters in body |
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Apr 29 |
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Good source for S&P multiplier Indeed, this is OT. |
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Apr 29 |
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Black Scholes Formula for Collar Option @Ash if you're confident about this, please elaborate in an answer... |
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Apr 29 |
answered | Black Scholes Formula for Collar Option |
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Apr 26 |
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How replicate data using PCA Why are you trying to do this? Can my answer here help you already? |
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Apr 26 |
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How replicate data using PCA At first glance it's difficult to see whether using PCA makes any sense here. Could you please explain what you are trying to achieve? Generate similar data? |
