1,602 reputation
2724
bio website linkedin.com/in/bjansen
location Netherlands
age 28
visits member for 2 years, 11 months
seen 1 hour ago
  • Consultant @ Veneficus
  • Looking for new opportunities
  • Interested in the combination of Finance and Computer Science

Jun
6
reviewed Satisfactory Iterating through every path of a Trinomial Tree
Jun
6
reviewed Excellent Bond curve extrapolation
Jun
6
reviewed Needs Improvement How to download risk free rate?
Jun
6
reviewed Satisfactory Testing Significance of Correlation
Jun
6
reviewed Excellent What is the difference between convertible bond and bond with warrant?
Jun
6
reviewed Excellent Non-arbitrage theory and existence of a risk premium
Jun
6
reviewed Excellent Transformation to reduce standard deviation without changing median
Jun
6
reviewed Satisfactory Analyze raw tick data
Jun
6
reviewed Satisfactory Is vega of Black-Scholes European type option always positive?
Jun
6
comment Creditworthiness indicator for copula one-factor model
In what paper did you find this?
Jun
5
answered Floor and Cap problem
Jun
5
comment Floor and Cap problem
Yes, but what would that future value be? Almost surely the index will not grow with the risk free rate.
Jun
5
comment Floor and Cap problem
Where did you get $S_T$?
Jun
5
comment Floor and Cap problem
I guess this is it
Jun
5
revised Floor and Cap problem
Spelling and word order
May
30
comment How to optimize a portfolio under *both* maximum diversity ratio and minimum variance
In a standard mean variance framework there is only one portfolio with the lowest attainable variance. If you extend the model there might be more but that does not seem to be the context of this question.
May
29
reviewed Approve suggested edit on Statistical models for exchange rates?
May
28
comment VaR for portfolio of funds
I'd love to collect that bounty but can you also give some answers to the questions in the comments above?
May
27
reviewed Approve suggested edit on What does the prefix PX stand for on a Bloomberg Terminal?
May
27
revised Relating Quantitative Easing to the rally in the SPX
Improve title and spelling