6,099 reputation
21646
bio website blog.smaga.ch
location Hong Kong
age 29
visits member for 4 years, 1 month
seen 12 hours ago

Strats in a commodity trading firm in Hong Kong.


Dec
4
revised What is the average stock price under the Bachelier model?
removed courtesies, formatting,retagged
Dec
4
revised What is the average stock price under the Bachelier model?
formatting
Dec
4
revised How to calculate discounted inflation and growth?
removed courtesies, retagged
Dec
3
comment GBM 3d plot with R
the density function can go to 1.5??
Dec
2
revised How to improve the Black-Scholes framework?
edited tags
Dec
2
answered How to improve the Black-Scholes framework?
Dec
2
revised How to improve the Black-Scholes framework?
edited title
Dec
2
revised How to improve the Black-Scholes framework?
formatting
Dec
2
comment How to improve the Black-Scholes framework?
Just to clarify, BS assumes normal returns and hence lognormal prices.
Dec
2
revised How to improve the Black-Scholes framework?
deleted 7 characters in body
Nov
29
revised Bootstrapping first, then data mine?
removed courtesies, retagged, formatting
Nov
28
reviewed Reviewed Treasury Bond Yield Curves in R
Nov
28
revised Treasury Bond Yield Curves in R
edited body; edited tags
Nov
28
reviewed Reviewed When do Finite Element method provide considerable advantage over Finite Differences for option pricing?
Nov
28
reviewed Reviewed Black-Scholes American Put Option
Nov
28
reviewed Reviewed Are there any good tools for back testing options strategies?
Nov
26
reviewed Reviewed How high of a Sharpe ratio is implausibly high for a low-frequency equity strategy?
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?