1,602 reputation
2724
bio website linkedin.com/in/bjansen
location Netherlands
age 28
visits member for 2 years, 11 months
seen 1 hour ago
  • Consultant @ Veneficus
  • Looking for new opportunities
  • Interested in the combination of Finance and Computer Science

Apr
8
awarded  Strunk & White
Apr
8
revised Gamma vs. Volatility Risk
Spelling
Apr
2
awarded  Enlightened
Apr
2
awarded  Nice Answer
Mar
28
comment Calculating the probability of a price change using an options pricing formula
@SRKX you're right, I'm assuming too much. Still a warning: do not mix measures!
Mar
26
comment Calculating the probability of a price change using an options pricing formula
Note that this probabilty is under the risk free measure.
Mar
23
revised Why the implied volatilities calculated are so different
Improve code
Mar
23
answered Why the implied volatilities calculated are so different
Mar
23
revised Why the implied volatilities calculated are so different
Remove <br>'s, 2 in text, 1 in code, replace &lt; with <
Mar
23
comment Why the implied volatilities calculated are so different
I know and often do but these dumps without coming back are quite irritating. Despite heavy editing by other editors there still was an error. This doesn't help anyone :(
Mar
21
comment Central Limit Theorem and Lévy processes
My answer was based on a misunderstanding of the question. So that's gone, however I'm still not sure I understand your answer. I will upvote once I know it is correct.
Mar
21
comment Central Limit Theorem and Lévy processes
I retracted my up vote because I think compared to my own answer your answer complicates things unnecessarily. I find it difficult to check it is even correct.
Mar
20
comment Why the implied volatilities calculated are so different
I vote to close it as long as the table on top isn't cleaned up. A clear table will allow simple answering by anyone with a implied vol calculator
Mar
20
comment Central Limit Theorem and Lévy processes
You're welcome. The edit wasn't any trouble at all.
Mar
20
revised Central Limit Theorem and Lévy processes
LaTeX
Mar
18
answered Kolmogorov-Smirnov test
Mar
16
revised Is drift rate the same as interest rate in risk-neutral random walk when using Monte Carlo for option pricing?
Clean up \latex and math
Mar
12
revised Effective Euro-USD (EURUSD) Exchange Rate Prior to Euro's Existence
Add link to St. Louis Fred
Mar
9
answered Find a paper about portfolio management
Mar
4
revised How can I evaluate how poor a fit a parametric VaR result would be for a given holding?
Format cleaning (maybe not necessary but this was not inline with the rest of the site)