1,602 reputation
2724
bio website linkedin.com/in/bjansen
location Netherlands
age 28
visits member for 2 years, 11 months
seen 4 hours ago
  • Consultant @ Veneficus
  • Looking for new opportunities
  • Interested in the combination of Finance and Computer Science

Mar
3
comment Fitting a sigmoid function to incomplete, structured, data
Have you seen this: kyrcha.info/tutorials/fitting-a-sigmoid-function-in-r ?
Feb
27
comment What is the necessary level of Econometrics-Know-How for a quant
I think a mis-edit happened somewhere. Please check mine.
Feb
27
revised What is the necessary level of Econometrics-Know-How for a quant
Add paragraph back
Feb
27
accepted Fama-French 3-factor model: factors implying risk
Feb
24
revised Pricing options with two assets
Add tag
Feb
23
comment How to Calculate a Monte Calo VaR estimation error
I'd like some pseudocode of your MC-loop, e.g. step 1 do fun N times, step 2 calculate mean VaR.
Feb
23
revised How to Calculate a Monte Calo VaR estimation error
Clean up
Feb
23
comment How to Calculate a Monte Calo VaR estimation error
Maybe this is very straightforward, can you give a step by step description of your process?
Feb
22
comment where can i get data for foreign exchange order flow
possible duplicate of What data sources are available online?
Feb
22
reviewed Approve suggested edit on where can i get data for foreign exchange order flow
Feb
18
reviewed Approve suggested edit on epps-effect tag wiki excerpt
Feb
15
revised What is the most amount of money the consumer would be willing to pay to play take this gamble?
Fix math
Feb
15
revised What is the most amount of money the consumer would be willing to pay to play take this gamble?
Fix math notation, spelling.
Feb
15
comment What is the most amount of money the consumer would be willing to pay to play take this gamble?
The question states: "What is the most amount of money the consumer would be willing to pay to play take this gamble?". What you need to find is the number the person willing to give.
Feb
13
comment Is it wrong to use 'real world' probabilities for option valuation?
Should be fixed
Feb
13
revised Is it wrong to use 'real world' probabilities for option valuation?
Fix link
Feb
12
comment Is the number of outstanding shares a stationary series?
Don't do that it will lead to multicollinearity which is bad. I think a better, new question would be: "How can I use the number of shares outstanding in my panel regression?"
Feb
11
revised Is the number of outstanding shares a stationary series?
Add comment to answer.
Feb
11
answered Is the number of outstanding shares a stationary series?
Feb
1
comment Estimate reasonable trade sizing based on daily volume
Wouldn't it be easier to have that $\textrm{price} \times \textrm{amount} < C$ must hold from some $C$?