5,776 reputation
21443
bio website blog.smaga.ch
location Hong Kong
age 28
visits member for 3 years, 9 months
seen 38 mins ago

Strats in a commodity trading firm in Hong Kong.


31m
revised Black Scholes model: condition of payout function
deleted 17 characters in body
2h
revised How to calculate a forward-starting swap with forward equations?
rephrased title as a question, improved formatting
3h
revised Is there a broad currency index just like there is an equity market index?
added 15 characters in body
3h
revised Is there a broad currency index just like there is an equity market index?
removed courtesies
19h
revised Does it make sense to use upward and downward volatility in option pricing?
rephrased title, removed courtesies
19h
revised Hot do I calculate an effective forward rate?
deleted 16 characters in body; edited tags; edited title
1d
revised What is the future value of a growing annuity with different periods for payment growth and monthly payments?
added 14 characters in body; edited tags
2d
revised What's state price vector?
removed courtesies
2d
revised How to calculate a single swap's PFE?
added 86 characters in body; edited title
2d
revised How to estimate the greeks with a Monte Carlo simulation?
added 16 characters in body; edited title
2d
revised What are the canonical books for statistics applied to finance?
edited title
Nov
21
revised What are the dynamics of the reverse of this FX process?
added 108 characters in body; edited title
Nov
20
revised How to price an European call on zero-coupon from the yield curve?
deleted 1 character in body; edited title
Nov
20
revised Different ways of portfolio optimization
formatting
Nov
20
revised Where to get master list of mutual funds?
deleted 9 characters in body; edited title
Nov
17
revised How to price zero coupon bonds with the Monte Carlo method?
deleted 7 characters in body; edited tags; edited title
Nov
6
revised What is the probability distribution of the changes in $\Delta$?
added 28 characters in body; edited title
Nov
6
revised What is the probability distribution of the changes in $\Delta$?
edited title
Nov
5
revised How to compute daily compounded backtest returns closer to real-world results?
removed courtesies
Nov
5
revised How to compute daily compounded backtest returns closer to real-world results?
edited tags; edited title