1,795 reputation
2829
bio website linkedin.com/in/bjansen
location Netherlands
age 28
visits member for 3 years, 2 months
seen 21 mins ago
  • Consultant @ Veneficus
  • Interested in the combination of Finance and Computer Science

3h
revised Why is the equity premium not arbitraged away?
Reworked question
Jul
23
revised questions on VAR manipulation
Add link to page of book
Jul
22
revised SVCJ (SVJJ) Duffie et. al Model implementation in Matlab
Fix code layout
Jul
21
revised How to price a Swing Option?
Grammar fixes
Jul
20
revised Pricing Principle 1
Replace links to ebook
Jul
20
revised Arbitrage free implies complete market?
Replace links to ebook
Jul
19
revised Calculate bond yield in python
Remove courtesy
Jul
17
revised How is PnL calculated
Clean up
Jul
17
revised forecasting crash time of KLSE index (1991-1994)
Fix up text
Jul
15
revised Sharpe Ratio - my own calculation differs from Yahoo finance, Morningstar
Remove courtesy
Jul
14
revised Understanding the conditioning in a GARCH process
Combine answers
Jul
10
revised How popular is the Linear Gauss Markov (LGM) model?
Fix title, grammar
Jul
8
revised robust regions in grid search
Fix code display
Jul
7
revised Valuing a warrant on a warrant
Remove courtesy
Jul
7
revised The Definition(s) of Momentum
Remove courtesy and apology, add tag
Jul
7
revised What data sources are available online?
Update LIFFE links
Jul
6
revised Calculate rate of return of a stock, if there is a buy transaction occurs during the middle of financial year
Merge answer
Jul
5
revised Math basics of Equally-weighted Risk contributions
Remove courtesy
Jul
5
revised What is the intuition behind the fact that Modified duration = Macaulay Duration / (1+r)?
Fix layout
Jul
4
revised What is the Most Efficient Way to Calculate the Internal Rate of Return IRR?
Fix link