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

Nov
20
reviewed Reviewed How does Hanson's Market Maker (LMSR) work?
Nov
20
reviewed Reviewed When $C(K_2) = C(K_1)$ for call options with the same expiration date
Nov
17
reviewed Reviewed What is the tau parameter in the Black-Litterman model?
Nov
16
reviewed Reviewed Curve Euribor - Euribor 3M
Nov
15
awarded  Talkative
Nov
13
reviewed Looks OK Delta formula for FX vanilla option
Nov
13
reviewed Reviewed Why are interest rates and stock prices positively correlated?
Nov
13
revised Why are interest rates and stock prices positively correlated?
Fix formatting
Nov
12
reviewed Reviewed Black-box local volatility pricer
Nov
12
reviewed Reviewed What is the intuition behind cointegration?
Nov
12
revised What is the intuition behind cointegration?
Make LaTex nicer
Nov
9
comment Cobb - Douglas Production Function
+1 that is what I understood from the question.
Nov
8
reviewed Reviewed Normalization of Market Data in Time Series Correlation
Nov
8
reviewed Approve Index creation from multiple time-series and variable weights
Nov
7
reviewed No Action Needed I want to prove Determine the coupon rate $r$, such that the price of the bond, at $T_0$, equals its face value
Nov
7
reviewed Reviewed I want to Derive $P(t)=P(t,T_{n})+\sum_{i=1}^{n}[P(t,T_{i-1})-P(t,T_{i})]$
Nov
7
reviewed No Action Needed Why Drifts are not in the Black Scholes Formula
Nov
7
reviewed Edit Stochastic Differential
Nov
7
revised Stochastic Differential
Retagged and fixed the formula
Nov
6
comment Logging FIX Messages
I believe it to be of interest for (some) practitioners, so I like it and believe it to be on-topic. If you (the community) think otherwise, please use meta for discussion about the on-topicness of the IT aspects of Quantitative Finance.