5,577 reputation
21342
bio website blog.smaga.ch
location Geneva, Switzerland
age 28
visits member for 3 years, 6 months
seen 16 hours ago

Investment Analyst in an asset allocation firm in Geneva.


Feb
15
revised How to replicate this option?
added 344 characters in body
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