1,996 reputation
2832
bio website linkedin.com/in/bjansen
location Netherlands
age 29
visits member for 3 years, 9 months
seen 1 hour ago
  • Quantitative Analyst at Atradius
  • Interested in the combination of Finance and Computer Science

8h
revised Cheapness indicator for Convertibles Bonds
Add textrm
11h
reviewed Reviewed Constructing Volatility Smile from American Options
1d
answered Cheapness indicator for Convertibles Bonds
1d
reviewed No Action Needed What constitutes an “odd lot” in corporate bonds trades?
2d
reviewed Reviewed Why random walk Metropolis Hasting algorithm works bad on GARCH(1,1) parameters estimation
2d
reviewed No Action Needed Why is the vega of an at the money option so insensitive to movements in volatility? I.e, why do ATM options have such little Vomma?
2d
reviewed No Action Needed Dixit & Pindyck (1993) Chapter 4, equation 13
Jan
26
reviewed Reviewed Setting a minimum yearly return constraint
Jan
26
reviewed Reviewed How to get Multivariate Betas from an Estimated EWMA co variance Matrix?
Jan
26
reviewed Reviewed Local Vol Model (K, T) to (St, t)
Jan
26
reviewed Reviewed When are implied and real world parameters the same?
Jan
26
reviewed Close Topic for Small Investment Risk project
Jan
25
reviewed No Action Needed Opinion wanted: What to include in a 5-8 Minuttes CAPM Oral Exam Presentation
Jan
25
reviewed No Action Needed How can an FRA create arbitrage opportunities?
Jan
24
reviewed No Action Needed Option greeks: sensitivity to 1% move
Jan
24
reviewed No Action Needed How to get list of all CUSIPS/ISIN?
Jan
24
reviewed No Action Needed InteractiveBrokers server outage every Saturday
Jan
24
reviewed No Action Needed Is printing money really a bad thing?
Jan
24
reviewed No Action Needed Risk Neutral measure for Monte Carlo results
Jan
24
reviewed No Action Needed Data provider for daily futures settlement prices