1,937 reputation
2831
bio website linkedin.com/in/bjansen
location Netherlands
age 29
visits member for 3 years, 5 months
seen 3 hours ago
  • Consultant @ Veneficus
  • Interested in the combination of Finance and Computer Science

Sep
27
reviewed Reviewed stock option strategies long vs short
Sep
27
comment stock option strategies long vs short
Hi VladT, welcome to Quant.SE! Are you affiliated with optionsforum.net? We would appreciate it if you disclose this.
Sep
27
reviewed No Action Needed How to compute for basis adjusted forward rate?
Sep
20
reviewed No Action Needed Why would there be a positive risk-free rate?
Sep
18
reviewed Reviewed How to work out weights for a portfolio based on an inverse ratio with positive and negative values?
Sep
18
comment How to work out weights for a portfolio based on an inverse ratio with positive and negative values?
Hi arodrisa, welcome to Quant.SE! I don't see how this helps with the case that $\mathrm{EV} \leq 0$ or $\mathrm{EBIT} = 0$. Can you elaborate?
Sep
18
reviewed Reviewed Solving Black-Scholes PDE using Laplace transform
Sep
18
reviewed Reviewed What is the best way of updating data while using Empirical Mode Decomposition to analyze
Sep
18
revised Two assets with the same mean and standard deviation - Would there be any benefit?
rolled back to a previous revision
Sep
18
reviewed Reject suggested edit on Two assets with the same mean and standard deviation - Would there be any benefit?
Sep
17
comment Does anyone have a C# implementation of the Barone Adesi Whaley options pricing model?
@JimBeam Please keep it nice. You don't have to agree but the point is valid. I've made a small edit to your comment.
Sep
15
comment How does Volatility Pairs Trading work?
Can you elaborate on how to determine which pairs have profit generating potential. Now the answer feels a bit unfulfilling.
Sep
15
reviewed Reviewed Literature on Empirical Option Pricing
Sep
15
comment Does anyone have a C# implementation of the Barone Adesi Whaley options pricing model?
For your worst case: it's available in QuantLib which you can use from C#.
Sep
12
reviewed No Action Needed Where can I download intraday series for DAX and S&P500 Index?
Sep
10
reviewed Reviewed Why are there still manual market makers in options
Sep
7
reviewed No Action Needed Basic question on LIBOR-OIS swap
Sep
6
reviewed Approve suggested edit on How to calculate burnrate?
Sep
5
reviewed No Action Needed Would this extremely simple strategy make money?
Sep
5
reviewed Reviewed Why does the minimum variance portfolio provide good returns?