4,699 reputation
836
bio website blog.smaga.ch
location Geneva, Switzerland
age 27
visits member for 2 years, 3 months
seen 16 hours ago
stats profile views 647

Investment Analyst in an asset allocation firm in Geneva.


Nov
13
revised Show that convexity of call price as a function of the strike is violated
rolled back to a previous revision
Nov
12
revised What are the common trading systems for hedge fund automated trading?
formatting
Nov
12
revised Looking for analysis of NASDAQ suit?
rephrased question, grammar, formatting
Nov
11
revised How to group mutual funds by volatility?
added 144 characters in body
Nov
11
revised How to group mutual funds by volatility?
rephrased question, reformulated question, removed courtesies, retagged
Nov
10
revised How to compute interest rate futures spread ratio?
remouved courtesies, rephrased question
Nov
9
revised How do you explain the volatility smile in the Black-Scholes framework?
retagged,rephrased question
Nov
9
revised How do you explain the volatility smile in the Black-Scholes framework?
removed courtesies
Nov
9
revised Exposition of Growth in a Perpetuity
added 8 characters in body
Nov
9
revised Exposition of Growth in a Perpetuity
removed courtesies
Nov
4
revised How do I evaluate the suitability of a GARCH model?
clarification
Nov
1
revised Why does the minimum variance portfolio provide good returns?
grammar
Nov
1
revised Choosing attributes for SVM classification?
formatting, makes this good answer more readable
Nov
1
revised Choosing attributes for SVM classification?
removed courtesies, more grammar, retagged
Nov
1
revised Is the stock price process a martingale or a Markov process?
typo in second example
Oct
1
revised Howto Calculate An Error's Partial Derivative in ANN
reformat
Sep
30
revised What are the advantages of knowing the bid and ask over the best bid and ask?
reformatting, retagged
Sep
28
revised What is the instantaneous P&L of a Variance Swap?
rephrased qyestion, fromatting
Sep
27
revised Fastest solver possible for portfolio optimization
reformatting, retagged
Sep
26
revised Encyclopedia of Statistical Tests
removed courtesies, retag