5,497 reputation
21342
bio website blog.smaga.ch
location Geneva, Switzerland
age 28
visits member for 3 years, 5 months
seen 21 hours ago

Investment Analyst in an asset allocation firm in Geneva.


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
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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
Apr
24
revised What is the difference between convertible bond and bond with warrant?
removed courtesies
Apr
24
revised Convexity adjustment for a forward swap rate
deleted 8 characters in body
Apr
2
revised Data Synchronization
deleted 34 characters in body
Mar
27
revised Stochastic modelling of derivatives on dividends
deleted 15 characters in body
Mar
27
revised What is the meaning of the discounted process defined from the interest rate process?
added link
Mar
27
revised What is the meaning of the discounted process defined from the interest rate process?
deleted 11 characters in body