1,966 reputation
2832
bio website linkedin.com/in/bjansen
location Netherlands
age 29
visits member for 3 years, 7 months
seen 4 mins ago
  • Quantitative Analyst at Atradius
  • Interested in the combination of Finance and Computer Science

Apr
21
suggested approved edit on homework tag wiki excerpt
Apr
8
suggested approved edit on Constructing an approximation of the S&P 500 volatility smile with publicly available data
Mar
30
suggested approved edit on If the distribution of returns in symmetric, why not use a coin toss, small risk & high reward?
Mar
28
suggested approved edit on Risk Parity portfolio construction
Mar
28
suggested approved edit on How to optimize a portfolio under *both* maximum diversity ratio and minimum variance
Mar
14
suggested approved edit on Non-SQL methods for high-frequency accounting?
Mar
14
suggested approved edit on What does leverage cost?
Mar
2
suggested approved edit on SKEW and VIX relations?
Feb
27
suggested approved edit on Discrete time Ho lee model
Feb
12
suggested approved edit on Is there any measure that is a non-trivial combination of VWAP and TWAP?
Jan
22
suggested approved edit on What is the correct procedure to choose the lag when preforming Johansen cointegration test?
Jan
17
suggested approved edit on Can we replicate a call option without borrowing and make it cheaper in this way?
Dec
27
suggested approved edit on how expected moves are priced into options
Dec
21
suggested approved edit on Law of an integrated CIR Process as sum of Independent Random Variables
Nov
30
suggested approved edit on Performance Attribution : Annualizing alpha & factor return contributions