1,968 reputation
2832
bio website linkedin.com/in/bjansen
location Netherlands
age 29
visits member for 3 years, 6 months
seen 46 mins ago
  • Consultant @ Veneficus
  • Interested in the combination of Finance and Computer Science

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
Nov
6
revised Logging FIX Messages
Outage causes outrage
Nov
5
revised Where can I find answers to questions in the book “Paul Wilmott Introduces Quantitative Finance”?
Break lines, but keep Wiley notice intact.
Oct
20
revised how to use known premium of options to determine premium of options with another strike?
Remove latex
Oct
8
revised How to reduce fx currency pairs ? PCA or other tools?
Clean up
Oct
2
revised Portfolio Turnover Constraint
Clean up
Oct
2
revised Time Lag for Market Inefficiency
Fits well enough, remove courtesy
Sep
28
revised negative transition probabilities in the heston model
Formatted code
Sep
18
revised Two assets with the same mean and standard deviation - Would there be any benefit?
rolled back to a previous revision
Sep
4
revised How to draw a binomial option tree graph?
Clarify question
Sep
2
revised What continous adjustment methods are firms using for futures backtesting?
Add comment to answer
Aug
31
revised How to calculate burnrate?
Spelling
Aug
30
revised How much correlation between alpha and forward returns can be considered good
Add independent to bets, small changes
Aug
30
revised Rate Distortion Minimization in a Python Clustering Algorithm
Unblock quote code, break lines.
Aug
28
revised cva wiki excerpt
Could be unilateral
Aug
25
revised CVA/CDVA - Worsened Credit Quality implies profit?
Add balance sheet example
Aug
21
revised What is the reasoning to derive this financial model called the Vasicek Model?
Add link to Wikipedia, add tags
Aug
20
revised Probability of stock closing over a certain price
Clean up, remove disclaimer