5,364 reputation
21040
bio website blog.smaga.ch
location Geneva, Switzerland
age 28
visits member for 3 years, 2 months
seen 12 hours ago

Investment Analyst in an asset allocation firm in Geneva.


Jan
12
revised What is the clean price and dirty price of a risky bond?
restated question, retagged
Jan
11
revised How to compute interest rate futures spread ratio?
edited title
Jan
8
revised How to fit ARMA+GARCH Model In R?
rephrased question, removed courtesies
Jan
7
revised What is the mean and the standard deviation for Geometric Ornstein-Uhlenbeck Process?
added 291 characters in body
Jan
7
revised What is the mean and the standard deviation for Geometric Ornstein-Uhlenbeck Process?
retag, rephrased question, improve formatting, removed courtesie
Jan
4
revised Is this comment right about subadditivity?
formatting
Dec
26
revised What sources would you recommend for Real Time Market Data other than Bloomberg/Reuters?
deleted 1 characters in body
Dec
26
revised What are the best Journals & Conferences in Quantitative Finance?
rephrased the title as a question
Dec
26
revised Why do low standard deviation stocks tend to have superior future returns?
rephrased title as a question, added link for second paper
Dec
26
revised What sources would you recommend for Real Time Market Data other than Bloomberg/Reuters?
rephrased title as a question, formatting
Dec
26
revised How to interpret/use VaR and Standard Deviation?
formatting,rephrased question, retagged
Dec
25
revised How to simulate stock prices using variance gamma process?
included link in the text.
Dec
25
revised What sources would you recommend for Real Time Market Data other than Bloomberg/Reuters?
removed courtesies, rephrased question
Dec
24
revised easy one step option replication
just do a bit of formatting to make it at least understandable
Dec
13
revised Random matrix theory (RMT) in finance
Fixing Hyperlink, directly to the paper page
Dec
12
revised Calculating pre-tax cost of debt
retagged
Dec
12
revised George Soros models
link
Dec
4
revised What is the average stock price under the Bachelier model?
removed courtesies, formatting,retagged
Dec
4
revised What is the average stock price under the Bachelier model?
formatting
Dec
4
revised How to calculate discounted inflation and growth?
removed courtesies, retagged