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

23h
reviewed Reviewed TAQ NYSE OpenBook
Dec
16
reviewed Looks OK Maximizing utility subject to a wealth constraint
Dec
11
reviewed Approve Skew in Black Scholes model
Dec
7
reviewed No Action Needed garchFit formula problems in R
Nov
30
reviewed Looks OK Suppose you bought a July ITM call and sold an August ATM put, am I net long or short?
Nov
29
reviewed Approve How to generate jump times in in Multilevel path simulation for jump-diffusion SDEs?
Nov
29
reviewed No Action Needed Data Selection for Empirical Pricing Kernel Estimation (Stochastic Discount Factor)
Nov
29
reviewed No Action Needed How to simulate jump times in Multilevel path simulation for jump-diffusion SDEs?
Nov
28
reviewed Reviewed How to prepare data for superior predictive ability (SPA) test?
Nov
28
reviewed No Action Needed Par and Zero Coupon Yield Curves
Nov
28
reviewed Reviewed Is volatility really a coherent risk measure?
Nov
28
reviewed Reviewed Longer term average probabilities of fills at fx ECNs?
Nov
27
reviewed No Action Needed Are these nonstationary variables?
Nov
27
reviewed Reviewed In theory historical performance of a portfolio
Nov
27
reviewed No Action Needed Total demand under logit model
Nov
27
reviewed Leave Open Bachelier model: number of stocks in replicating strategy
Nov
26
reviewed Reviewed Estimating Number of “Day Trades” from Total Volume of Commodity Futures Contract
Nov
26
reviewed Reviewed Does it make sense to use upward and downward volatility in option pricing?
Nov
24
reviewed Approve What are the canonical books for statistics applied to finance?
Nov
24
reviewed Reviewed How to estimate the greeks with a Monte Carlo simulation?