1,966 reputation
2832
bio website linkedin.com/in/bjansen
location Netherlands
age 29
visits member for 3 years, 7 months
seen 7 hours ago
  • Quantitative Analyst at Atradius
  • Interested in the combination of Finance and Computer Science

Nov
29
revised How to simulate jump times in Multilevel path simulation for jump-diffusion SDEs?
Fix code
Nov
28
reviewed Reviewed How to prepare data for superior predictive ability (SPA) test?
Nov
28
reviewed No Action Needed Par and Zero Coupon Yield Curves
Nov
28
reviewed Reviewed Is volatility really a coherent risk measure?
Nov
28
reviewed Reviewed Longer term average probabilities of fills at fx ECNs?
Nov
27
comment How much money should i ask for a this software?
This question appears to be off-topic because it is about project cost estimation.
Nov
27
comment How much money should i ask for a this software?
Hi Dživo Jelić. This type of question is not on-topic here. Maybe it is on [startups] but I doubt it. Closing for now, if startups likes it I will migrate. This may take a while as it seems they are having their Thanksgiving diner.
Nov
27
reviewed No Action Needed Are these nonstationary variables?
Nov
27
reviewed Reviewed In theory historical performance of a portfolio
Nov
27
reviewed No Action Needed Total demand under logit model
Nov
27
reviewed Leave Open Bachelier model: number of stocks in replicating strategy
Nov
26
reviewed Reviewed Estimating Number of “Day Trades” from Total Volume of Commodity Futures Contract
Nov
26
reviewed Reviewed Does it make sense to use upward and downward volatility in option pricing?
Nov
24
reviewed Approve What are the canonical books for statistics applied to finance?
Nov
24
reviewed Reviewed How to estimate the greeks with a Monte Carlo simulation?
Nov
23
reviewed Approve Is the volatility for these two SDEs the same
Nov
23
reviewed Approve what volatility do we calculate using GARCH model
Nov
22
comment Is the volatility for these two SDEs the same
Like SolitonK I'm not sure about the intended question @quinlai can you please confirm that the edits are correct?
Nov
20
reviewed Reviewed Where to get master list of mutual funds?
Nov
20
reviewed Reviewed How does Hanson's Market Maker (LMSR) work?