1,968 reputation
2832
bio website linkedin.com/in/bjansen
location Netherlands
age 29
visits member for 3 years, 6 months
seen 7 hours ago
  • Consultant @ Veneficus
  • Interested in the combination of Finance and Computer Science

15h
comment Is the volatility for these two SDEs the same
Like SolitonK I'm not sure about the intended question @quinlai can you please confirm that the edits are correct?
2d
reviewed Reviewed Where to get master list of mutual funds?
2d
reviewed Reviewed How does Hanson's Market Maker (LMSR) work?
2d
reviewed Reviewed When $C(K_2) = C(K_1)$ for call options with the same expiration date
Nov
19
comment Need guidence on quant trading
Hi Dawson, welcome to Quant.SE! Questions on this site should be things professional quants would ask. Therefore this question is not on-topic.
Nov
19
reviewed Close Impact of Greeks on PnL for FX Option
Nov
19
comment Impact of Greeks on PnL for FX Option
Hi, this is not Google. We'd like you to show a bit of effort before you ask a question. What have you tried and where did you get stuck?
Nov
18
comment finance using beta and std
Not only is this too basic. It's also seems to be blatant copying of some homework question.
Nov
17
reviewed Reviewed What is the tau parameter in the Black-Litterman model?
Nov
16
reviewed Close Black litterman model
Nov
16
reviewed Reviewed Curve Euribor - Euribor 3M
Nov
16
comment Black litterman model
Not exactly a duplicate but I believe it answers your question: quant.stackexchange.com/a/12652/848
Nov
15
awarded  Talkative
Nov
15
reviewed Looks OK download a specific list of tickers
Nov
14
comment pairs trading strategy return
Hi alecase, welcome to Quant.SE! I will close this question because it's not up to our our standards. We appreciate your participation. My advice for the future: Please ask your questions one by one, read the faq on what's on-topic as these questions seem quite basic and provide more context when you post code.
Nov
13
reviewed Looks OK Delta formula for FX vanilla option
Nov
13
reviewed Reviewed Why are interest rates and stock prices positively correlated?
Nov
13
revised Why are interest rates and stock prices positively correlated?
Fix formatting
Nov
12
reviewed Reviewed Black-box local volatility pricer
Nov
12
reviewed Reviewed What is the intuition behind cointegration?