1,938 reputation
2831
bio website linkedin.com/in/bjansen
location Netherlands
age 29
visits member for 3 years, 5 months
seen 49 mins ago
  • Consultant @ Veneficus
  • Interested in the combination of Finance and Computer Science

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?
Sep
5
reviewed Reviewed Back-testing Value at Risk with a WML investment strategy
Sep
4
revised How to draw a binomial option tree graph?
Clarify question
Sep
4
comment How to draw a binomial option tree graph?
Aha, so you want to create nice graphics in something else than Tikz? I misunderstood, doubting this one is really on-topic but I'll let the community decide as it might be of interest. For now, have you looked at GraphViz?
Sep
4
comment How to draw a binomial option tree graph?
See above, here its off topic, they will probably close for lack of detail.
Sep
4
comment How to draw a binomial option tree graph?
Hi TJB, welcome to quant.SE! I would transfer this to tex.stackexchange.com but you have to show more work or they will just close it. So I will close it here and suggest you try again there.
Sep
3
reviewed Approve suggested edit on What do “Exposure Bounds” mean in Portfolio Optimization?