1,860 reputation
2829
bio website linkedin.com/in/bjansen
location Netherlands
age 28
visits member for 3 years, 2 months
seen 4 hours ago
  • Consultant @ Veneficus
  • Interested in the combination of Finance and Computer Science

Jul
3
reviewed No Action Needed Does Implied Volatility always exist?
Jul
2
awarded  Curious
Jul
2
reviewed No Action Needed Common point between IR and Vol option pricing models?
Jul
2
reviewed No Action Needed R: Fast and efficient way of running a multivariate regression across a (really) large panel (First pass of Fama MacBeth)
Jul
1
revised Using Fourier Transforms for stock option pricing with stochastic interest rates
Clarify question title
Jul
1
comment Using Fourier Transforms for stock option pricing with stochastic interest rates
Like this? quant.stackexchange.com/questions/3449/…
Jun
30
reviewed Approve suggested edit on Joint distribution from expectations
Jun
28
revised How to apply Levenberg Marquardt to Max Likelihood Estimation
Remove courtesy
Jun
28
revised How to apply Levenberg Marquardt to Max Likelihood Estimation
Add in tilde character
Jun
25
reviewed Approve suggested edit on market-microstructure tag wiki
Jun
25
reviewed Approve suggested edit on Arbitragefree Pricing: Q vs. P
Jun
24
reviewed Approve suggested edit on Do hedge fund trading desks use portfolio optimization?
Jun
18
reviewed Reviewed How to optimally allocate capital among trading strategies?
Jun
17
reviewed Approve suggested edit on interest-rates tag wiki excerpt
Jun
17
reviewed Approve suggested edit on kalman tag wiki
Jun
17
reviewed Approve suggested edit on kalman tag wiki excerpt
Jun
16
reviewed No Action Needed Platform for Quantitative equity portfolio
Jun
16
reviewed Close Which more topic should be covered in my undergraduate program?
Jun
16
revised What different techniques exist for modeling exotics near payoff discontinuities in Finite Difference method?
LaTeX
Jun
15
reviewed Edit Which more topic should be covered in my undergraduate program?