David Nehme

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269 reputation
212
bio website abremod.com
location Austin, TX
age 46
visits member for 1 year, 8 months
seen May 18 at 3:28
stats profile views 39

Operations Research Analyst


79 Actions

suggestions reviews revisions comments badges posts accepts all
Aug
27
 revised What is the meaning of subadditivity in a risk measure?
fixed grammar
Aug
27
 answered What is the meaning of subadditivity in a risk measure?
Aug
22
 awarded  Tag Editor
Aug
22
 revised quantlib wiki description
added 550 characters in body
Aug
22
 revised quantlib wiki excerpt
added 64 characters in body
Aug
21
 wiki created quantlib description
Aug
21
 wiki created quantlib excerpt
Aug
21
 suggested suggested edit on quantlib tag wiki
Aug
21
 suggested suggested edit on quantlib tag wiki excerpt
Aug
20
 revised Python library for Portfolio Optimization
removed personal comment, formatted, updated, described links.
Aug
20
 suggested suggested edit on Python library for Portfolio Optimization
Aug
20
 revised derivation of formula for portfolio skewness and kurtosis
spelling, grammar
Aug
20
 revised Exotic option pricing
removed personal comment
Aug
20
 suggested suggested edit on derivation of formula for portfolio skewness and kurtosis
Aug
20
 suggested suggested edit on Exotic option pricing
Aug
20
 revised Drawdown calculation for strategies
removed personal comment, minor formatting
Aug
19
 suggested suggested edit on Drawdown calculation for strategies
Aug
18
 comment portfolio optimisation with VaR (or CVaR) constraints
@RockScience $\sum_{j \in J} r_{ij} = |J| \bar{r_i}$ if the monte carlo simulations match your expected return forecast.
Aug
17
 awarded  Excavator
Aug
17
 revised What models for backing out Equity IVOL
removed personal comment, minor formatting
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