5,497 reputation
21342
bio website blog.smaga.ch
location Geneva, Switzerland
age 28
visits member for 3 years, 5 months
seen 1 hour ago

Investment Analyst in an asset allocation firm in Geneva.


Jan
30
revised fair price for a call option
edited tags
Jan
27
revised How to simulate stock prices with a Geometric Brownian Motion?
edited body
Jan
20
revised How to interpret CME's specification regarding grains options expirations?
rephrase question, retagged
Jan
8
revised What is the realized volatility's estimation error?
removed courtesies, retagged
Dec
23
revised How to create a Stochastic Process through pre specified points?
deleted 51 characters in body
Nov
25
revised Probability of a return from historical average and standard deviation
added 470 characters in body
Nov
21
revised Risk Neutral Probability
edited body
Nov
19
revised Why do stocks with a negative beta return less than the risk free rate?
added 37 characters in body
Nov
12
revised How fast is QuickFix ?
added 642 characters in body
Nov
11
revised R or Matlab code for Multi-Barrier-Options (3 or more underlyings)
edited tags
Nov
7
revised What is the stochastic differential of a general semimartingale?
improved formatting, included links.
Nov
7
revised Is the risk-reward ratio considered in Quantitative Finance?
edited title
Nov
5
revised Trouble arriving at Black-Scholes Formula
deleted 23 characters in body; edited tags
Nov
5
revised Trouble arriving at Black-Scholes Formula
removed courtesies, formatting
Oct
21
revised Are two stocks with the same beta have a correlation of 1?
title as a question, beta definition
Oct
21
revised Are two stocks with the same beta have a correlation of 1?
title as a question, beta definition
Oct
13
revised Problem with setting up an arbitrage
deleted 25 characters in body
Oct
1
revised Concave volatility smile
added 4 characters in body
Sep
23
revised What is the correct Stutzer index and Sharpe ratio relation, assuming a normal returns distribution?
added 2 characters in body
Sep
13
revised Input for unanticipated risk premium estimation
deleted 25 characters in body