meta user
network profile
| bio | website | linkedin.com/in/bjansen |
|---|---|---|
| location | Netherlands | |
| age | 27 | |
| visits | member for | 2 years |
| seen | 1 hour ago | |
| stats | profile views | 283 |
- Consultant @ Veneficus
- Interested in the combination of Finance and Computer Science
- Building Web2Docx, if you have tips or ideas, please let know
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Apr 8 |
reviewed | Approve suggested edit on Testing Significance of Correlation |
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Apr 8 |
awarded | Strunk & White |
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Apr 8 |
revised |
Gamma vs. Volatility Risk Spelling |
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Apr 2 |
awarded | Enlightened |
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Apr 2 |
awarded | Nice Answer |
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Mar 28 |
comment |
Calculating the probability of a price change using an options pricing formula @SRKX you're right, I'm assuming too much. Still a warning: do not mix measures! |
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Mar 26 |
comment |
Calculating the probability of a price change using an options pricing formula Note that this probabilty is under the risk free measure. |
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Mar 23 |
revised |
Why the implied volatilities calculated are so different Improve code |
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Mar 23 |
answered | Why the implied volatilities calculated are so different |
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Mar 23 |
revised |
Why the implied volatilities calculated are so different Remove <br>'s, 2 in text, 1 in code, replace < with < |
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Mar 23 |
comment |
Why the implied volatilities calculated are so different I know and often do but these dumps without coming back are quite irritating. Despite heavy editing by other editors there still was an error. This doesn't help anyone :( |
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Mar 21 |
comment |
Central Limit Theorem and Lévy processes My answer was based on a misunderstanding of the question. So that's gone, however I'm still not sure I understand your answer. I will upvote once I know it is correct. |
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Mar 21 |
comment |
Central Limit Theorem and Lévy processes I retracted my up vote because I think compared to my own answer your answer complicates things unnecessarily. I find it difficult to check it is even correct. |
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Mar 20 |
comment |
Why the implied volatilities calculated are so different I vote to close it as long as the table on top isn't cleaned up. A clear table will allow simple answering by anyone with a implied vol calculator |
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Mar 20 |
comment |
Central Limit Theorem and Lévy processes You're welcome. The edit wasn't any trouble at all. |
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Mar 20 |
revised |
Central Limit Theorem and Lévy processes LaTeX |
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Mar 18 |
answered | Kolmogorov-Smirnov test |
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Mar 16 |
revised |
Is drift rate the same as interest rate in risk-neutral random walk when using Monte Carlo for option pricing? Clean up \latex and math |
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Mar 12 |
revised |
Effective Euro-USD (EURUSD) Exchange Rate Prior to Euro's Existence Add link to St. Louis Fred |
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Mar 9 |
answered | Find a paper about portfolio management |
