5,934 reputation
21544
bio website blog.smaga.ch
location Hong Kong
age 28
visits member for 3 years, 10 months
seen yesterday

Strats in a commodity trading firm in Hong Kong.


Dec
22
revised How to synthesize a futures spread option?
rephrased as a question
Dec
19
revised How to calibrate the Hull-White model using cap prices?
formatting, added link
Dec
18
revised How to reduce the variability of investment returns by increasing average expected return?
edited title
Dec
16
revised Maximizing utility subject to a wealth constraint
deleted 43 characters in body
Dec
15
revised Is this process predictable or not?
added 19 characters in body; edited title
Dec
11
revised Integral-differential equation for forward rates
added 16 characters in body
Dec
9
revised Which library shall I use for time series analysis in Java?
added 6 characters in body; edited title
Dec
9
revised Why is this stochastic integral a martingale?
added 28 characters in body
Dec
9
revised Why is this stochastic integral a martingale?
added 6 characters in body
Dec
9
revised Why is this stochastic integral a martingale?
added 4 characters in body
Dec
8
revised How to annualise the volatility of non-iid returns?
edited title
Dec
8
revised How to annualise the volatility of non-iid returns?
added 14 characters in body
Dec
7
revised How to model natural gas forward price?
edited title
Dec
5
revised How to compute the historical VaR for a portfolio with long and short positions?
added 18 characters in body; edited tags; edited title
Dec
5
revised Why didn't my order get filled?
added 9 characters in body; edited title
Dec
4
revised How to compare market values with model values after calibration?
removed courtesies
Dec
4
revised How to extrapolate VaR?
simple formatting and wording enhancement
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
27
revised What interest rate dynamics would you suggest to simulate a single swap?
deleted 5 characters in body; edited title