6,024 reputation
21544
bio website blog.smaga.ch
location Hong Kong
age 28
visits member for 3 years, 11 months
seen yesterday

Strats in a commodity trading firm in Hong Kong.


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
Jul
21
revised Risk Parity portfolio construction
added link
Jul
21
revised How to price a Swing Option?
rephrased question improved grammar