1,968 reputation
2832
bio website linkedin.com/in/bjansen
location Netherlands
age 29
visits member for 3 years, 6 months
seen 2 hours ago
  • Consultant @ Veneficus
  • Interested in the combination of Finance and Computer Science

5h
reviewed No Action Needed Total demand under logit model
5h
reviewed Leave Open Bachelier model: number of stocks in replicating strategy
1d
reviewed Reviewed Estimating Number of “Day Trades” from Total Volume of Commodity Futures Contract
1d
reviewed Reviewed Does it make sense to use upward and downward volatility in option pricing?
2d
reviewed Approve suggested edit on What are the canonical books for statistics applied to finance?
2d
reviewed Reviewed How to estimate the greeks with a Monte Carlo simulation?
Nov
23
reviewed Approve suggested edit on Is the volatility for these two SDEs the same
Nov
23
reviewed Approve suggested edit on what volatility do we calculate using GARCH model
Nov
22
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?
Nov
20
reviewed Reviewed Where to get master list of mutual funds?
Nov
20
reviewed Reviewed How does Hanson's Market Maker (LMSR) work?
Nov
20
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 Reviewed Curve Euribor - Euribor 3M
Nov
15
awarded  Talkative
Nov
13
reviewed Looks OK Delta formula for FX vanilla option