2,081 reputation
2932
bio website linkedin.com/in/bjansen
location Netherlands
age 29
visits member for 3 years, 10 months
seen 23 mins ago
  • Quantitative Analyst at Atradius
  • Interested in the combination of Finance and Computer Science

Feb
28
reviewed Reviewed Where to obtain Eurex level 2 historical order book data from?
Feb
28
reviewed Reviewed How to interpret ACF and PACF plots
Feb
27
reviewed Reviewed Worked examples of applying Ito's lemma
Feb
27
reviewed Reviewed Question about historical volatility ranking
Feb
25
reviewed No Action Needed How to apply Elliott wave priciple to any Time Series?
Feb
23
reviewed Reviewed Why is Brownian motion merely 'almost surely' continuous?
Feb
23
reviewed Reviewed Forecast 3m LIBOR USD. Budget purpose
Feb
23
reviewed No Action Needed Why Drifts are not in the Black Scholes Formula
Feb
21
reviewed Reviewed Positive VaR when calculation on Total Return Indexes?
Feb
21
reviewed Reviewed How to get around flat likelihood function when calibrating GBM parameters
Feb
18
reviewed Looks OK Reuters RIC chain for Eurodollar midcurve options
Feb
18
reviewed No Action Needed Are Futures exactly Delta One?
Feb
18
reviewed No Action Needed How to pull an exhaustive list of securities traded globally, on bloomberg?
Feb
17
reviewed No Action Needed at c(x)% “where x is a numerical figure”, what does that c mean?
Feb
17
reviewed No Action Needed How do I use BIC (Bayesian Information Criterion) to estimated model AR (auto regressive) lag?
Feb
16
reviewed Approve Where can I find US public company bankruptcy data
Feb
16
reviewed Approve Trading Strategy Code
Feb
16
reviewed Close Discounting factor depends on
Feb
13
comment Semi-strong efficiency and HFT
I already am reading the book! Sadly priorities changed and I'm only half way.
Feb
13
comment What methods - inspired by Haavelmo’s Structural Econometrics - can show that a partial equilibrium model is unreliable?
I'm voting to close this question as off-topic because this question has been cross posted to economics.