5,746 reputation
21443
bio website blog.smaga.ch
location Hong Kong
age 28
visits member for 3 years, 9 months
seen 27 mins ago

Strats in a commodity trading firm in Hong Kong.


Nov
26
reviewed Reviewed Is making a bid/ask offer a good way to lower the spreads?
Nov
26
revised Is making a bid/ask offer a good way to lower the spreads?
deleted 4 characters in body
Nov
26
reviewed Reviewed Skew arbitrage: How can you realize the skewness of the underlying?
Nov
26
reviewed Reviewed Monte carlo methods for vanilla european options and Ito's lemma.
Nov
26
comment Monte carlo methods for vanilla european options and Ito's lemma.
Difficult to determine what the main question really was, but good answer.
Nov
26
revised Monte carlo methods for vanilla european options and Ito's lemma.
removed courtesies
Nov
26
revised How can I use Entropy-pooling of Atillio Meucci to constuct a portfolio?
edited tags
Nov
26
revised Does entropy pooling apply to distributions with time-varying drift?
edited tags
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?