1,879 reputation
2829
bio website linkedin.com/in/bjansen
location Netherlands
age 28
visits member for 3 years, 3 months
seen 1 hour ago
  • Consultant @ Veneficus
  • Interested in the combination of Finance and Computer Science

Jun
15
comment Option payoffs and replicating payoffs
What have you tried? Did you make a sketch for (a)?
Jun
14
comment Intuitive understanding of Black-Scholes pricing
The instruments you use for the dynamic hedge cost money.
Jun
14
reviewed Reviewed Is there any good research on support and resistance?
Jun
14
reviewed Reviewed How to fit ARMA+GARCH Model In R?
Jun
14
comment What is the tau parameter in the Black-Litterman model?
I collected some papers, possibly you already know them. Are they helpful? Do you want a more specific insight?
Jun
14
answered What is the tau parameter in the Black-Litterman model?
Jun
11
reviewed Approve suggested edit on cep tag wiki excerpt
Jun
11
reviewed Approve suggested edit on algorithmic-trading tag wiki excerpt
Jun
11
reviewed Approve suggested edit on algorithmic-trading tag wiki
Jun
11
reviewed Approve suggested edit on trading-systems tag wiki excerpt
Jun
11
reviewed Approve suggested edit on cep tag wiki
Jun
10
revised PDF Calculation by Fourier Inversion of Characteristic Function for Affine Intensity Process in Matlab
Make LaTex nicer
Jun
10
revised calculate gamma value using finite difference method
Some clean up
Jun
10
reviewed Reviewed regarding Basel II III model
Jun
9
answered Quant teams predicting the World Cup
Jun
7
reviewed No Action Needed regarding Basel II III model
Jun
5
revised Partition assets into minimally correlated portfolios
Add comments to answer and add links to R package
Jun
4
reviewed Leave Open Determining optimal trading signals (buy/sell) from past data
Jun
4
reviewed Approve suggested edit on
Jun
4
reviewed Approve suggested edit on