4,729 reputation
836
bio website blog.smaga.ch
location Geneva, Switzerland
age 27
visits member for 2 years, 3 months
seen 51 mins ago
stats profile views 655

Investment Analyst in an asset allocation firm in Geneva.


May
17
revised How to prove that markets are incomplete under the Stochastic Volatility model?
added 46 characters in body; edited title
May
16
revised How to use Itô's formula to deduce that a stochastic process is a martingale?
format, phrasing
May
4
revised How to implement Maximum Diversification in R?
added 2 characters in body
May
4
revised How to implement Maximum Diversification in R?
formatting, removed courtesies
May
2
revised question about Mean Variance optimization in C#
retagged, formatting, removed courtesies
Apr
30
revised Call vs. Put Option
added 1365 characters in body
Apr
30
revised How to create charts in WPF finance applications?
retagged + formatting
Apr
30
revised Call vs. Put Option
deleted 98 characters in body
Apr
30
revised Call vs. Put Option
added 17 characters in body
Apr
30
revised Call vs. Put Option
deleted 9 characters in body
Apr
29
revised Good source for S&P multiplier
deleted 15 characters in body
Apr
25
revised IB Order Execution
removed courtesies
Apr
24
revised What is the difference between convertible bond and bond with warrant?
removed courtesies
Apr
24
revised Convexity adjustment for a forward swap rate
deleted 8 characters in body
Apr
2
revised Data Synchronization
deleted 34 characters in body
Mar
27
revised Stochastic modelling of derivatives on dividends
deleted 15 characters in body
Mar
27
revised What is the meaning of the discounted process defined from the interest rate process?
added link
Mar
27
revised What is the meaning of the discounted process defined from the interest rate process?
deleted 11 characters in body
Mar
25
revised Hedging with actual volatility: problem understanding the math behind the result
deleted 13 characters in body; edited tags
Mar
25
revised Where can I get historical ticker change database?
deleted 41 characters in body; edited tags; edited title