1,938 reputation
2831
bio website linkedin.com/in/bjansen
location Netherlands
age 29
visits member for 3 years, 6 months
seen 37 mins ago
  • Consultant @ Veneficus
  • Interested in the combination of Finance and Computer Science

Jul
29
comment Loading HF stock data into excel
HFT implies sub-second trading and by its nature requires undelayed feeds.
Jul
29
comment Loading HF stock data into excel
Yahoo Finance does not provide HF data.
Jul
29
reviewed Reviewed What is the best solution to use QuantLib within Excel?
Jul
29
comment What is the best solution to use QuantLib within Excel?
Hi Yannis, welcome to quant.SE! Please disclose your involvement with deriscope.com and please provide some relevant information on why this add-on is a good choice.
Jul
29
comment Probability of Hyperinflation as a function of Probability of Soverign Default
You can edit your answer, then you have plenty of characters:)
Jul
29
revised Underlying changes impact on implied volatility
Remove courtesy
Jul
29
comment Underlying changes impact on implied volatility
Hi, welcome to quant.SE! Thank you for asking your question here. Do I understand correctly that you're interested in the volatility surface?
Jul
29
reviewed Reviewed Probability of Hyperinflation as a function of Probability of Soverign Default
Jul
29
comment Probability of Hyperinflation as a function of Probability of Soverign Default
Hi Vincent Cate, welcome to quant.SE! Can you tell us a bit more about the simulator. Ideally the answer is contained completely your post and not in an external resource.
Jul
28
comment CVA number used by Finance Team
Hi Saurabh, welcome to quant.SE! Thank you for asking your question here. I concur with @Phil H and I'm not sure what you mean with 'Finance Team'? It can mean different things to different people and the question in its current form is too broad to be answered.
Jul
28
comment Non-Negativity of up-factor and down-factor in Binomial No-Arbitrage Pricing Model
Hi QuantNut, welcome to quant.SE! Thank you for asking your question here.
Jul
28
revised Applications of Fourier theory in trading
Fix links
Jul
28
comment Non-Negativity of up-factor and down-factor in Binomial No-Arbitrage Pricing Model
Clearly, there is arbitrage if the equation doesn't hold, so it is a necessary condition. Is the equation also a sufficient condition?
Jul
27
revised Why is the equity premium not arbitraged away?
Fix formula
Jul
27
answered Why is the equity premium not arbitraged away?
Jul
26
comment Why is the equity premium not arbitraged away?
I hope you like it.
Jul
26
revised Why is the equity premium not arbitraged away?
Reworked question
Jul
26
comment Why is the equity premium not arbitraged away?
I don't believe it's inherently bad and I also don't believe it fits very well on Personal. I do believe it can be fixed, the equity premium puzzle is on-topic IMO. Lemme try.
Jul
26
comment Why is the equity premium not arbitraged away?
Hi A.L. Verminburger, welcome to quant.SE! Your question is not on-topic here, see the help for what is
Jul
24
reviewed Reviewed Fastest algorithm for calculating retrospective maximum drawdown