1,937 reputation
2831
bio website linkedin.com/in/bjansen
location Netherlands
age 29
visits member for 3 years, 5 months
seen 15 mins ago
  • Consultant @ Veneficus
  • Interested in the combination of Finance and Computer Science

Oct
20
reviewed Reviewed how to use known premium of options to determine premium of options with another strike?
Oct
20
reviewed Reviewed how to use known premium of options to determine premium of options with another strike?
Oct
20
reviewed No Action Needed Do people actaully use VaR in professional settings?
Oct
20
reviewed Close What are good internship positions I should look for as an undergrad student?
Oct
12
reviewed No Action Needed What are the textbooks used to teach Quantitative Trading at universities?
Oct
12
reviewed No Action Needed Calculate bond returns from yields
Oct
11
reviewed No Action Needed Validity of CAPM
Oct
8
reviewed Leave Open seasonality and generalized additive model
Oct
8
reviewed No Action Needed Trading spot volatility
Oct
8
reviewed Reviewed Why are interest rates and stock prices positively correlated?
Oct
8
reviewed Reviewed How to reduce fx currency pairs ? PCA or other tools?
Oct
8
reviewed No Action Needed How to calculate unlevered beta
Oct
3
reviewed Reviewed Calibrating an Ornstein Uhlenbeck process on residuals of regression
Oct
1
reviewed Reviewed How to calculate unsystematic risk?
Sep
28
reviewed Reviewed GMM time-series regression factor model with factors that are not returns
Sep
28
reviewed Reviewed Pricing American with floating strike
Sep
28
reviewed Reviewed negative transition probabilities in the heston model
Sep
27
reviewed Reject suggested edit on Are e-mini markets manipulated?
Sep
27
reviewed Looks OK Option pricing ? Where to get the dividend yield from?
Sep
27
reviewed Reviewed stock option strategies long vs short