1,966 reputation
2832
bio website linkedin.com/in/bjansen
location Netherlands
age 29
visits member for 3 years, 7 months
seen 50 mins ago
  • Quantitative Analyst at Atradius
  • Interested in the combination of Finance and Computer Science

1d
revised How much less likely is a stop loss to be touched/hit after increasing expected return?
Spelling, $'s
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
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