2,081 reputation
2932
bio website linkedin.com/in/bjansen
location Netherlands
age 29
visits member for 3 years, 10 months
seen 4 hours ago
  • Quantitative Analyst at Atradius
  • Interested in the combination of Finance and Computer Science

10h
reviewed No Action Needed Portfolio optimzation : efficient frontier with respect to risk aversion parameter with R
Mar
26
reviewed No Action Needed Impact of Implied skew variations on future prices
Mar
25
reviewed No Action Needed binomial option pricing model - problem with risk-neutral probability
Mar
25
reviewed No Action Needed Fitting transition matrices in R by solving for coefficient
Mar
25
reviewed Reviewed Numerical delta of Bond Options
Mar
24
reviewed Approve For Probability of Default in retail credit what is more popular logistic regression or GLM with Poisson distribution and why?
Mar
24
reviewed No Action Needed What is the fair price of this option?
Mar
24
reviewed No Action Needed Intermarket analysis - related time series?
Mar
24
reviewed No Action Needed Should I use an arithmetic or a geometric calculation for the Sharpe Ratio?
Mar
24
reviewed No Action Needed Intermarket analysis - related time series?
Mar
24
reviewed No Action Needed Most-efficient/effective Incentive Scheme Design to Minimize Loan Default Probability
Mar
24
reviewed Reviewed Lévy alpha-stable distribution and modelling of stock prices.
Mar
22
reviewed No Action Needed Implicit relation between risk and reward
Mar
22
reviewed No Action Needed Implicit relation between risk and reward
Mar
21
reviewed Looks OK Variance Swap volatility
Mar
21
reviewed No Action Needed Why the Black-Scholes formula can be used in the real world?
Mar
21
reviewed Reviewed DCC GARCH - Specificating of ARCH and GARCH parameter Matrices STATA
Mar
20
reviewed No Action Needed dividend cash in month
Mar
18
reviewed No Action Needed Portfolio software that shows 'total return' for each investment
Mar
14
reviewed Looks OK Does anyone know where I can find a free efficient frontier tool, or an informative and legitamate/academic graph of the efficient frontier?