5,944 reputation
21544
bio website blog.smaga.ch
location Hong Kong
age 28
visits member for 3 years, 10 months
seen 7 hours ago

Strats in a commodity trading firm in Hong Kong.


Sep
18
revised Girsanov Theorem and Quadratic Variation
imporved formatting with quotation, fixed typos
Sep
12
revised How to compute Implied Volatility Calculation?
removed courtesies, formatting
Sep
12
revised Is there a good closed-form approximation for Black-Scholes implied volatility?
Improved formatting
Sep
12
revised Counterparty risk tutorials
formatted link text
Sep
8
revised How do Return.portfolio and Return.rebalancing work in Performance Analytics in R?
edited tags; edited title; removed courtesies; improved formatting
Sep
5
revised What is wrong in this GBM simulation?
edited tags
Sep
5
revised Convergence of GBM mean after simulation?
edited tags
Sep
5
revised What would be a concise method to learn Monte Carlo methods?
formatted the question
Sep
5
revised What would be a concise method to learn Monte Carlo methods?
retagged, rephrased question
Sep
5
revised How to draw a binomial option tree graph?
formatted the question and rephrased it
Sep
5
revised What is the required Risk/ Reward ratio in Forex?
removed question about posting this here.
Sep
4
revised What do “Exposure Bounds” mean in Portfolio Optimization?
deleted 11 characters in body; edited title
Jul
30
revised Why are we obsessed over normalizing financial data?
deleted 20 characters in body; edited tags
Jul
23
revised How to price a Swing Option?
embedded links
Jul
22
revised How to deal with extreme cases in normal random numbers generation?
edited title
Jul
22
revised What are the implication of a negative risk-free rate on SML?
rephrased question
Jul
22
revised What is the intuition behind the fact that Modified duration = Macaulay Duration / (1+r)?
rephrased as a question
Jul
22
revised What is the intuition behind the fact that Modified duration = Macaulay Duration / (1+r)?
added 86 characters in body
Jul
21
revised How to get Geometric Brownian Motion's closed-form solution in Black-Scholes model?
edited tags
Jul
21
revised How to price a Swing Option?
added 721 characters in body