5,731 reputation
21443
bio website blog.smaga.ch
location Hong Kong
age 28
visits member for 3 years, 9 months
seen 6 hours ago

Strats in a commodity trading firm in Hong Kong.


Nov
26
answered Does entropy pooling apply to distributions with time-varying drift?
Nov
26
revised Does entropy pooling apply to distributions with time-varying drift?
removed courtesies
Nov
26
answered How to make the final Interpretation of PCA?
Nov
26
revised How to make the final Interpretation of PCA?
removed courtesies, rephrased question
Nov
23
revised How to simulate a Merton Jump Diffusion process?
rephrased question, more details, formatting, retagged
Nov
22
revised How to simulate stock prices with a Geometric Brownian Motion?
rephrased question, retagged
Nov
22
revised How to Delta Hedge with Futures?
rephrased question retagged
Nov
22
revised When does delta hedging result in more risk?
rephrased question, removed courtesies
Nov
22
revised How to calculate a the PFE for a Swaption?
included details
Nov
22
comment How to simulate stock prices using variance gamma process?
Hi, welcome to Quant.SE. Please don't hesitate to register in order to help the site grow and make it out of beta.
Nov
22
revised How to simulate stock prices using variance gamma process?
rephrased question, removed courtesies
Nov
22
reviewed Reviewed How to calculate a the PFE for a Swaption?
Nov
22
comment How to calculate a the PFE for a Swaption?
What do you mean by PFE? Please be specific and include links for definitions if possible.
Nov
22
revised How to calculate a the PFE for a Swaption?
rephrased question, format
Nov
22
comment How to simulate stock prices with a Geometric Brownian Motion?
@Freddy we try our best to close the one we find off-topic, maybe some of them went through. About registration, I was talking to the user who wrote the question, and it helps in the Area51 stats for make it out of beta.
Nov
22
comment How to simulate stock prices with a Geometric Brownian Motion?
Please do not hesitate to register in order to help the site grow and make it out of beta!
Nov
22
comment How to simulate stock prices with a Geometric Brownian Motion?
@Freddy well GBM is the most basic process used in Quant finance. If you don't know it's closed and discrete form, it's unlikely you are a professional quant (you might be a trader, or something else...) which is the target niche of users. But I still answered it, because it can be useful and then we can close other questions related to the topic and refer to this one.
Nov
22
comment How to simulate stock prices with a Geometric Brownian Motion?
This method is really close to be off-topic, but it can be interesting for later users so I'll still answer it.
Nov
22
answered How to simulate stock prices with a Geometric Brownian Motion?
Nov
22
revised How to simulate stock prices with a Geometric Brownian Motion?
formatting