551 reputation
314
bio website abremod.com
location Austin, TX
age 48
visits member for 3 years, 3 months
seen Dec 16 at 15:47

Operations Research Analyst


Sep
17
comment Calculate the “ten year zero rate” given two bonds with two prices
There is no summation to solve. I added (corrected) computation. The only thing you need a calculator for is computing ln(0.7).
Sep
17
revised Calculate the “ten year zero rate” given two bonds with two prices
added more computation details
Sep
17
revised Calculate the “ten year zero rate” given two bonds with two prices
added 9 characters in body
Sep
17
revised Calculate the “ten year zero rate” given two bonds with two prices
added units (%) to answer
Sep
17
answered Calculate the “ten year zero rate” given two bonds with two prices
Sep
12
comment Risk-Parity Portfolio Optimization using Extreme Optimization in C#
The model you are trying to solve is a convex QP, which can be solved with solvers like cplex and gurobi which are free for students and have c# interfaces.
Sep
10
awarded  Enthusiast
Sep
4
revised How to define the objective function for a custom optimization problem?
edited tags
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 approved edit on quantlib tag wiki
Aug
21
suggested approved edit on quantlib tag wiki excerpt
Aug
20
revised Python library for Portfolio Optimization
removed personal comment, formatted, updated, described links.
Aug
20
suggested approved edit on Python library for Portfolio Optimization
Aug
20
revised derivation of formula for portfolio skewness and kurtosis
spelling, grammar