David Nehme

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150 reputation
8
bio website abremod.com
location Austin, TX
age 45
visits member for 7 months
seen 2 days ago
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Operations Research Analyst

150 Reputation

+10 What is the difference between Option Adjusted Spread (OAS) and Z-spread?
+2 One bar look-ahead backtesting
+2 Can you help identify/name this equity options strategy?
+2 ATM volatility versus OTM volatility and directional standard deviation
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probability
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correlation
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application
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fixed-income
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stochastic-processes
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cfa

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