5,497 reputation
21342
bio website blog.smaga.ch
location Geneva, Switzerland
age 28
visits member for 3 years, 5 months
seen 13 hours ago

Investment Analyst in an asset allocation firm in Geneva.


Apr
18
revised Is “eoddata” a good data source?
Formatting, link, retagged
Apr
16
revised Implied Volatility from American options (binomial)
reformat, retagged
Apr
15
revised Monthly data for popular indices (constituents).
integrated link. rephrased
Apr
9
revised Formal proof for risk-neutral pricing formula
edited tags
Apr
9
revised Do weights from portfolio theory contain bias?
removed courtesies
Apr
8
revised What are some useful approximations to the Black-Scholes formula?
mathematical formatting
Apr
8
revised Is there any thing out there as a substitute for KDB?
retagged
Apr
8
revised Is there any thing out there as a substitute for KDB?
added 43 characters in body
Apr
8
revised Ways of treating time in the BS formula
deleted 8 characters in body
Apr
7
revised Ways of treating time in the BS formula
mathematical formatting, retagged
Apr
6
revised Does put-call parity hold for a compound option with underlying American option?
retag
Apr
5
revised Are there any well known methods of testing through-the-cycle rating systems?
removed courtesies
Apr
3
revised Financial Mathematics - Martingales example
removed courtesies, tagged
Apr
2
revised C++ training from scratch to quantitative trading?
deleted 19 characters in body
Mar
23
revised Risk Parity portfolio construction
edited tags
Mar
22
revised How to choose a data center for deploying high frequency trading strategies?
removed courtesies
Mar
14
revised What does leverage cost?
Spelling mistakes
Feb
27
revised Discrete time Ho lee model
deleted 19 characters in body
Feb
14
revised Pricing a bond future with a basket of deposit futures
removed courtesies
Feb
13
revised Can I perform an asset allocation optimization if assets are perfectly uncorrelated?
edited tags