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

Investment Analyst in an asset allocation firm in Geneva.


Dec
2
revised How to improve the Black-Scholes framework?
edited tags
Dec
2
revised How to improve the Black-Scholes framework?
edited title
Dec
2
revised How to improve the Black-Scholes framework?
formatting
Dec
2
revised How to improve the Black-Scholes framework?
deleted 7 characters in body
Nov
29
revised Bootstrapping first, then data mine?
removed courtesies, retagged, formatting
Nov
28
revised Treasury Bond Yield Curves in R
edited body; edited tags
Nov
26
revised Is making a bid/ask offer a good way to lower the spreads?
deleted 4 characters in body
Nov
26
revised Monte carlo methods for vanilla european options and Ito's lemma.
removed courtesies
Nov
26
revised How can I use Entropy-pooling of Atillio Meucci to constuct a portfolio?
edited tags
Nov
26
revised Does entropy pooling apply to distributions with time-varying drift?
edited tags
Nov
26
revised Does entropy pooling apply to distributions with time-varying drift?
removed courtesies
Nov
26
revised How to make the final Interpretation of PCA?
removed courtesies, rephrased question
Nov
23
revised How to simulate a Merton Jump Diffusion process?
rephrased question, more details, formatting, retagged
Nov
22
revised How to simulate stock prices with a Geometric Brownian Motion?
rephrased question, retagged
Nov
22
revised How to Delta Hedge with Futures?
rephrased question retagged
Nov
22
revised When does delta hedging result in more risk?
rephrased question, removed courtesies
Nov
22
revised How to calculate a the PFE for a Swaption?
included details
Nov
22
revised How to simulate stock prices using variance gamma process?
rephrased question, removed courtesies
Nov
22
revised How to calculate a the PFE for a Swaption?
rephrased question, format
Nov
22
revised How to simulate stock prices with a Geometric Brownian Motion?
formatting