1,879 reputation
2829
bio website linkedin.com/in/bjansen
location Netherlands
age 28
visits member for 3 years, 3 months
seen 4 hours ago
  • Consultant @ Veneficus
  • Interested in the combination of Finance and Computer Science

1d
revised What is the reasoning to derive this financial model called the Vasicek Model?
Add link to Wikipedia, add tags
2d
revised Probability of stock closing over a certain price
Clean up, remove disclaimer
2d
revised Valuation of barrier options in Jump diffusion model
Fix code
Aug
19
revised what kind of test for volatility and where find the data
Reformat, remove courtesy
Aug
19
revised CVA formula proof
Clean up
Aug
17
revised Particular Conditional Expectation of Geometric Brownian Motion
Format Latex
Aug
15
revised How to value a portfolio of non-mature consumer loans?
Added in comment information, improved intro.
Aug
8
revised Calculating Modified Duration on Excel and Matlab - differences?
Fix code
Aug
6
revised Book recommendation for time series analysis
Cleaned up, made CW.
Aug
5
revised Popular R packages for Quantitative Finance
Converted to CW, fix spelling.
Aug
4
revised Handling IQFeed events in Matlab
Remove courtesy, minor spelling
Jul
30
revised Loading HF stock data into excel
Add disclosure
Jul
30
revised What is the best solution to use QuantLib within Excel?
Add disclosure
Jul
29
revised Underlying changes impact on implied volatility
Remove courtesy
Jul
28
revised Applications of Fourier theory in trading
Fix links
Jul
27
revised Why is the equity premium not arbitraged away?
Fix formula
Jul
26
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