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

May
28
comment Are there any new Option pricing models?
I'd call to those GARCH-based but point taken.
May
27
reviewed Reviewed Are there any new Option pricing models?
May
27
comment Are there any new Option pricing models?
GARCH models are not for pricing options.
May
27
reviewed Approve suggested edit on Introducing credit risk to an already implemented interest rate model
May
27
reviewed Reviewed C# Broker API for FX Trading
May
24
answered How to define the median for bivariate function?
May
24
answered Modeling Financial Time Series
May
24
reviewed No Action Needed Modeling Financial Time Series
May
24
reviewed Reviewed american option and cash dividends
May
24
reviewed Reviewed Discount rate, convertible debt and the effect of time
May
24
revised Discount rate, convertible debt and the effect of time
Fix math
May
24
revised Why are multiple custom curves (swap) built for one desk?
Spelling, type setting
May
23
reviewed Approve suggested edit on hedging tag wiki
May
23
reviewed Approve suggested edit on hedging tag wiki excerpt
May
21
reviewed Looks OK Forex Fundamental Data Sources
May
21
reviewed Close Forex Fundamental Data Sources
May
20
reviewed Leave Open Intermarket analysis - related time series?
May
20
comment Databases for storing and querying high frequency tick-level data?
Can you say a bit more about why?
May
20
reviewed Close How can I calculate Fama-French betas for a particular stock?
May
19
reviewed No Action Needed Why is the Drawdown measure not used for portfolio optimization?