4,719 reputation
836
bio website blog.smaga.ch
location Geneva, Switzerland
age 27
visits member for 2 years, 3 months
seen 5 hours ago
stats profile views 652

Investment Analyst in an asset allocation firm in Geneva.


Feb
18
reviewed No Action Needed Which brokers offer a Python stock trading API?
Feb
18
reviewed Approve suggested edit on Can a long put trade be profitable through Vega even if the underlying moves upwards?
Feb
18
answered Can a long put trade be profitable through Vega even if the underlying moves upwards?
Feb
18
revised Can a long put trade be profitable through Vega even if the underlying moves upwards?
added 20 characters in body; edited title
Feb
18
reviewed Leave Open Can a long put trade be profitable through Vega even if the underlying moves upwards?
Feb
15
revised American Option price formula assuming a logLaplace distribution?
removed courtesies
Feb
15
revised What are $d_1$ and $d_2$ for Laplace?
removed courtesies, rephrased question
Feb
12
revised How to derive the formula of a European Libor call option in a Libor Market Model?
edited title
Feb
12
revised Why does the future price dominate the forward price and why doesn't the long rate fall?
rephrased as a question
Feb
12
comment Why does the future price dominate the forward price and why doesn't the long rate fall?
Hulik, could you please formulate the title of the post as a question? It helps the site to be referenced properly on search engines and hence can attract more users. This is also valid for your previous question.
Feb
11
comment Why does the future price dominate the forward price and why doesn't the long rate fall?
@AlexeyKalmykov I agree, but now you answered the second part on this topic so he should create another question for the first one and rename this one.
Feb
11
comment Why does the future price dominate the forward price and why doesn't the long rate fall?
Can you please find a better title for your question?
Feb
7
reviewed Needs Improvement Collecting Data such as the relationship data from http://investing.businessweek.com
Feb
7
reviewed Satisfactory Limits analysis
Feb
7
reviewed Satisfactory Why might a manager consider using an interest-rate in which the notional principal amount declines over time?
Feb
7
reviewed Needs Improvement Basket option pricing: step by step tutorial for beginners
Feb
7
reviewed Needs Improvement Determining portfolio risk return in R given historical data for individual holdings?
Feb
7
reviewed Excellent Most natural generalization of covariance/correlation to model dependence of extreme events
Feb
7
reviewed Satisfactory How to attribute income that incurs a double liability in a P&L?
Feb
7
reviewed Excellent Understanding Passive Rebate Arbitrage