2,046 reputation
2932
bio website linkedin.com/in/bjansen
location Netherlands
age 29
visits member for 3 years, 10 months
seen 14 mins ago
  • Quantitative Analyst at Atradius
  • Interested in the combination of Finance and Computer Science

Jan
30
revised Cheapness indicator for Convertibles Bonds
Add textrm
Jan
8
revised Equall Risk Contribution and The Most Diversified Portfolio
edited tags
Jan
2
revised Null and Alternative hypothesis for multiple linear regression
Fix Latex
Dec
30
revised How to simulate stock prices with a Geometric Brownian Motion?
Remove dots
Dec
29
revised Aren't Technical Indicators calculated on Adjusted Close Price?
rolled back to a previous revision
Dec
27
revised Best simplified way to model volatility in returns of an investment in a risky fixed income asset
Add Latex remove courtesy
Dec
25
revised ERP and FF 3-factor model
Add links to papers
Dec
23
revised Aren't Technical Indicators calculated on Adjusted Close Price?
Add answer to subquestion.
Dec
23
revised Aren't Technical Indicators calculated on Adjusted Close Price?
Add in comment on question that was previously an answer.
Dec
23
revised short-sale constraint with nonpositive-definite matrix in portfolio optimization
Merge non-answer with question
Dec
22
revised Ho and lee derivation for short rates model
Add closing parenthesis, uncap and at dots.
Dec
19
revised Is there any way to easily estimate and forecast seasonal ARIMA-GARCH model in any software?
Edited in link to ARIMA-GARCH
Dec
14
revised Technical Analysis in FX: literature on effective methods
edited title
Dec
12
revised Arrow-Debreu Price in “The Volatility Smile and its implied Tree”
Add missing parenthesis and remove courtesy
Dec
10
revised How to calculate APR on term year
Codify calculator commands
Dec
10
revised How to calculate APR on term year
Remove spammy title
Nov
29
revised How to simulate jump times in Multilevel path simulation for jump-diffusion SDEs?
Fix code
Nov
13
revised Why are interest rates and stock prices positively correlated?
Fix formatting
Nov
12
revised What is the intuition behind cointegration?
Make LaTex nicer
Nov
7
revised Stochastic Differential
Retagged and fixed the formula