5,924 reputation
21544
bio website blog.smaga.ch
location Hong Kong
age 28
visits member for 3 years, 10 months
seen 46 mins ago

Strats in a commodity trading firm in Hong Kong.


Nov
28
revised How to prepare data for superior predictive ability (SPA) test?
rephrased question, formatting, removed courtesies
Nov
28
revised Is volatility really a coherent risk measure?
rephrased as a question, formatting
Nov
28
answered Is volatility really a coherent risk measure?
Nov
27
revised What interest rate dynamics would you suggest to simulate a single swap?
deleted 5 characters in body; edited title
Nov
27
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.
Nov
27
answered How can I export intraday frequency data from Bloomberg and (how) is this procedure different than for lower frequencies?
Nov
27
revised Black Scholes model: condition of payout function
deleted 17 characters in body
Nov
27
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.
Nov
27
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?
Nov
27
revised How to calculate a forward-starting swap with forward equations?
rephrased title as a question, improved formatting
Nov
27
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.
Nov
27
revised Is there a broad currency index just like there is an equity market index?
added 15 characters in body
Nov
27
answered Is there a broad currency index just like there is an equity market index?
Nov
27
revised Is there a broad currency index just like there is an equity market index?
removed courtesies
Nov
26
answered Does it make sense to use upward and downward volatility in option pricing?
Nov
26
revised Does it make sense to use upward and downward volatility in option pricing?
rephrased title, removed courtesies
Nov
26
comment Hot do I calculate an effective forward rate?
You will find how to do it on wikipedia
Nov
26
revised Hot do I calculate an effective forward rate?
deleted 16 characters in body; edited tags; edited title
Nov
26
comment Hot do I calculate an effective forward rate?
This is basic financial question and hence is off-topic here, see the faq.
Nov
26
revised What is the future value of a growing annuity with different periods for payment growth and monthly payments?
added 14 characters in body; edited tags