2,046 reputation
2932
bio website linkedin.com/in/bjansen
location Netherlands
age 29
visits member for 3 years, 10 months
seen 4 hours ago
  • Quantitative Analyst at Atradius
  • Interested in the combination of Finance and Computer Science

17h
comment No data in get symbols
I'm voting to close this question as off-topic because this would probably be better on-topic on StackOverflow but the way it's phrased will probably cause a close there. So I close this without migrating.
17h
comment Error: could not find function “covEWMA”
Hi Answer22, welcome to Quant.SE! You have to ask better questions. This is impossible to answer. Please take a look at the faq.
1d
reviewed No Action Needed Impact of Implied skew variations on future prices
1d
awarded  Reviewer
1d
reviewed No Action Needed binomial option pricing model - problem with risk-neutral probability
1d
reviewed No Action Needed Fitting transition matrices in R by solving for coefficient
2d
comment Use of Stochastic Calculus in QF
It's indeed too broad. Good luck with your endavours and the Karatzas and Shreve book!
2d
reviewed Reviewed Numerical delta of Bond Options
2d
comment Java Implied Volatility Solving with Newtons Method
Agreed with above. This is unanswerable as is and a candidate for closing. It also could do with some reformatting, nobody likes side scrolling.
2d
reviewed Approve For Probability of Default in retail credit what is more popular logistic regression or GLM with Poisson distribution and why?
2d
reviewed No Action Needed What is the fair price of this option?
2d
reviewed No Action Needed Intermarket analysis - related time series?
Mar
24
reviewed No Action Needed Should I use an arithmetic or a geometric calculation for the Sharpe Ratio?
Mar
24
reviewed No Action Needed Intermarket analysis - related time series?
Mar
24
reviewed No Action Needed Most-efficient/effective Incentive Scheme Design to Minimize Loan Default Probability
Mar
24
reviewed Reviewed Lévy alpha-stable distribution and modelling of stock prices.
Mar
24
comment Lévy alpha-stable distribution and modelling of stock prices.
Hi Hank, welcome to Quant.SE! Could you please disclose your association with FinAnalytica?
Mar
22
reviewed No Action Needed Implicit relation between risk and reward
Mar
22
reviewed No Action Needed Implicit relation between risk and reward
Mar
21
reviewed Looks OK Variance Swap volatility