1,918 reputation
2830
bio website linkedin.com/in/bjansen
location Netherlands
age 28
visits member for 3 years, 4 months
seen 5 hours ago
  • Consultant @ Veneficus
  • Interested in the combination of Finance and Computer Science

Aug
28
reviewed No Action Needed How does US banks ensure that other country's banks aren't counterfeiting USD?
Aug
27
reviewed No Action Needed Constructing Volatility Smile from Implied Volatility & Delta
Aug
27
comment What software should I use for forex arbitrage?
Hi a20, welcome to quant.SE! I concur with madilyn. are you by any chance trying to arbitrage cryptocurrencies? I'm not sure that would be on-topic but it would certainly change the best way to approach this.
Aug
27
reviewed No Action Needed Fixed volatility portfolio with max returns creates skewed results
Aug
26
comment CVA/CDVA - Worsened Credit Quality implies profit?
I don't think that's the problem here because Citi's press release explicitly mentions CVA as the cause.
Aug
26
comment Contribute to Finance related projects
Hi user2733436, welcome to quant.SE! Career advice is not on-topic here but I believe nsw's advice is valuable for you. Another idea is to get active on GitHub.
Aug
26
reviewed Reviewed Contribute to Finance related projects
Aug
26
reviewed No Action Needed Implementing A 50/50 Prediction Model Strategy
Aug
25
awarded  Nice Question
Aug
25
revised CVA/CDVA - Worsened Credit Quality implies profit?
Add balance sheet example
Aug
25
reviewed No Action Needed Intermarket analysis - related time series?
Aug
25
reviewed Reviewed Art market specificities
Aug
25
comment CVA/CDVA - Worsened Credit Quality implies profit?
I'll try to add some stuff later today.
Aug
24
answered CVA/CDVA - Worsened Credit Quality implies profit?
Aug
21
reviewed Reject suggested edit on Are e-mini markets manipulated?
Aug
21
comment What is the reasoning to derive this financial model called the Vasicek Model?
The equation at the start of your question is not a model preposition. It's just a model, it has some useful properties but doesn't follow from the usual axioms. It's not the truth. Why we want to use it is in the Discussion section there and in the papers linked in at the bottom of the Wiki-page.
Aug
21
revised What is the reasoning to derive this financial model called the Vasicek Model?
Add link to Wikipedia, add tags
Aug
21
comment What is the reasoning to derive this financial model called the Vasicek Model?
Well, it's your question ;) What do you think about the discussion on Wikipedia?
Aug
21
comment What is the reasoning to derive this financial model called the Vasicek Model?
Well to model interest rates... Do you mean: why model them like that?
Aug
20
comment multiperiod optimization using R
Looks good to me!