5,462 reputation
21241
bio website blog.smaga.ch
location Geneva, Switzerland
age 28
visits member for 3 years, 4 months
seen 3 hours ago

Investment Analyst in an asset allocation firm in Geneva.


Jul
1
revised How to transform process to risk-neutral measure for Monte Carlo option pricing?
deleted 24 characters in body
Jun
30
revised What are the unfair order execution/routing advantages HFT firms apparently have?
edited tags
Jun
27
revised How do I prove that $\lim_{K\searrow0}\frac{P(K,T)}{K} = \mathbb P(S_T=0)$?
rephrased title as a question
Jun
20
revised Simple Forward Interest Rate Proof
deleted 9 characters in body
Jun
19
revised Why is Value at Risk non-negative?
added 1 character in body; edited tags; edited title
Jun
16
revised Kalman Filtering with Linear Restrictions
deleted 13 characters in body
Jun
12
revised Are Futures exactly Delta One?
added 1 character in body
Jun
12
revised Are Futures exactly Delta One?
formatting, retagged
May
28
revised Python library for Portfolio Optimization
deleted 14 characters in body
May
23
revised When to use the real world drift and when the risk neutral one for a Monte-Carlo simulation?
deleted 71 characters in body; edited tags; edited title
May
17
revised How to price zero coupon bonds with short term rates model?
edited tags; edited title
May
17
revised Calculate alpha (CAPM) in “cross country-portfolio”
added 35 characters in body
May
16
revised How to model hedge fund returns?
rephrased question retagged enhanced formatting
May
10
revised fair price for a call option
added 3 characters in body
May
10
revised fair price for a call option
added 87 characters in body; edited tags
May
10
revised fair price for a call option
added 87 characters in body; edited tags
May
9
revised What does “true”volatility mean in volatility comparison?
rephrased question, formatting, retagged
May
7
revised Where can I find implementations of the time-varying copula (BBX) in Matlab or R?
removed courtesies, retagged, rephrased question
Apr
4
revised What quant-related functionalities is R lacking compared to commercial software like Mathematica and Matlab?
edited tags; edited title
Apr
4
revised What quant-related functionalities is R lacking compared to commercial software like Mathematica and Matlab?
added 10 characters in body; edited tags; edited title