5,364 reputation
21040
bio website blog.smaga.ch
location Geneva, Switzerland
age 28
visits member for 3 years, 2 months
seen yesterday

Investment Analyst in an asset allocation firm in Geneva.


Aug
7
revised Risk Parity portfolio construction
fixing optimization target
Aug
5
revised How to choose a rolling window type and size?
edited title
Aug
1
revised A question on Monte Carlo method
included comment in the question
Jul
28
revised Estimate weekly, yearly quantities from finite samples
deleted 44 characters in body
Jul
26
revised A question on Ito
deleted 2 characters in body
Jul
26
revised A question on Ito
formatting
Jun
27
revised Formula for variance of European call/put in Black Scholes
added 69 characters in body
Jun
27
revised Formula for variance of European call/put in Black Scholes
deleted 8 characters in body
Jun
21
revised What is the analytic value of an asset's risk contribution, if $n=2$?
edited tags
Jun
12
revised How much does a Grid Computing software cost?
remove advertising
Jun
7
revised Change option B&S pricing
deleted 20 characters in body
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
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