1,966 reputation
2832
bio website linkedin.com/in/bjansen
location Netherlands
age 29
visits member for 3 years, 7 months
seen 4 hours ago
  • Quantitative Analyst at Atradius
  • Interested in the combination of Finance and Computer Science

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 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 What do “Exposure Bounds” mean in Portfolio Optimization?
Sep
3
comment Rate Distortion Minimization in a Python Clustering Algorithm
Would indeed be fun but this is a busy week for me. I'll let you hear something soonish
Sep
3
reviewed Reviewed Copula- AR simulation
Sep
2
comment Option on a dice game
I think the point is to see the first throw as a kind of strike. If I'm right the question is: What is the value for the possibility to get a better roll after the first?
Sep
2
comment What continous adjustment methods are firms using for futures backtesting?
Thank you for your clarification. I've added the comment to your answer to give it more prominence.
Sep
2
revised What continous adjustment methods are firms using for futures backtesting?
Add comment to answer
Sep
1
reviewed No Action Needed HAR-RV, realized GARCH and HEAVY model for realized volatility
Sep
1
reviewed No Action Needed How to test that a distribution has infinite mean?
Aug
31
comment Rate Distortion Minimization in a Python Clustering Algorithm
Thanks, I'll check. I see the PyPI page but pip errors and the links are not useful. Also, PyPI refers to 1.49 while 1.50 is available...
Aug
31
revised How to calculate burnrate?
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