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| bio | website | linkedin.com/in/bjansen |
|---|---|---|
| location | Netherlands | |
| age | 27 | |
| visits | member for | 2 years |
| seen | 9 mins ago | |
| stats | profile views | 281 |
- Consultant @ Veneficus
- Interested in the combination of Finance and Computer Science
- Building Web2Docx, if you have tips or ideas, please let know
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7m |
comment |
How to fix ARMA coefficients in fGarch package? Probably not the answer the asker was hoping for but I found this as well. |
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8m |
revised |
How to fix ARMA coefficients in fGarch package? Spelling |
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21h |
comment |
VaR for portfolio of funds Do you want to incorporate market inefficiencies such as the trading costs each fund makes? |
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May 15 |
revised |
Compute a time series of daily volatilities in R Fix indent |
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May 8 |
reviewed | Approve suggested edit on Usage of NoSQL storage in Finance |
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May 7 |
awarded | Yearling |
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May 4 |
reviewed | Approve suggested edit on Obtaining a consistent covariance matrix for stochastic volatility processes |
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May 4 |
comment |
Obtaining a consistent covariance matrix for stochastic volatility processes Multivariate GARCH seems to be a good fit to your problem. Do look at this answer for some further information and warnings. |
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Apr 29 |
comment |
How to calculate unlevered beta Pages 53 and 54 of Volume 4 of the CFA level curriculum. I'm not sure where you're getting your formula but my book states $\beta_{\textrm{asset}} = \beta_{\textrm{equity}} \frac{1}{1+(1-t){\frac{D}{E}}}$. |
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Apr 26 |
revised |
Time Varying Volatility Add latex |
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Apr 24 |
reviewed | Approve suggested edit on Literature in Quantitative Finance |
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Apr 23 |
reviewed | Approve suggested edit on Mean-variance minimizser |
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Apr 21 |
awarded | Tag Editor |
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Apr 21 |
revised |
homework wiki excerpt added 83 characters in body |
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Apr 21 |
wiki | created homework excerpt |
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Apr 21 |
suggested | suggested edit on homework tag wiki excerpt |
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Apr 21 |
revised |
Option vs Equity market-making strategies? Add homework rag |
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Apr 9 |
revised |
How to estimate the following model? Spelling and formatting |
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Apr 9 |
comment |
Iterating through every path of a Trinomial Tree Can you describe the data structure of your tree? Is the tree recombining? |
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Apr 8 |
reviewed | Approve suggested edit on Testing Significance of Correlation |
