1,918 reputation
2830
bio website linkedin.com/in/bjansen
location Netherlands
age 28
visits member for 3 years, 4 months
seen 2 hours ago
  • Consultant @ Veneficus
  • Interested in the combination of Finance and Computer Science

1d
reviewed Reviewed GMM time-series regression factor model with factors that are not returns
1d
reviewed Reviewed Pricing American with floating strike
1d
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
Sep
27
reviewed No Action Needed How to compute for basis adjusted forward rate?
Sep
20
reviewed No Action Needed Why would there be a positive risk-free rate?
Sep
18
reviewed Reviewed How to work out weights for a portfolio based on an inverse ratio with positive and negative values?
Sep
18
reviewed Reviewed Solving Black-Scholes PDE using Laplace transform
Sep
18
reviewed Reviewed What is the best way of updating data while using Empirical Mode Decomposition to analyze
Sep
18
reviewed Reject suggested edit on Two assets with the same mean and standard deviation - Would there be any benefit?
Sep
15
reviewed Reviewed Literature on Empirical Option Pricing
Sep
12
reviewed No Action Needed Where can I download intraday series for DAX and S&P500 Index?
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 suggested edit on 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