Bob Jansen

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1,133 reputation
1622
bio website linkedin.com/in/bjansen
location Netherlands
age 27
visits member for 2 years
seen 9 hours ago
stats profile views 281
  • Consultant @ Veneficus
  • Interested in the combination of Finance and Computer Science
  • Building Web2Docx, if you have tips or ideas, please let know

26 Answers

newest activity votes
2
Why the implied volatilities calculated are so different
2
Kolmogorov-Smirnov test
3
Find a paper about portfolio management
1
How to use mean-variance weights in practice (when going short is allowed)?
9
Derivation of Ito's Lemma
3
Using the termstrc package in R
1
Should I use GARCH volatility or standard deviation in cross-sectional regression?
2
Why are regressors squared and not ^1.5 or ^2.2 or ^2.5?
2
GBM 3d plot with R
0
Can a programmer be a quant trader without knowing all that math and models?
5
How do I estimate the parameters of an MA(q) process?
1
Calculating portfolio VaR for (custom) leveraged products
1
portfolio optimization from empirical return distributions
0
Why is the CAPM securities market line straight?
3
Why isn't the Nelson-Siegel model arbitrage-free?
6
Can American options with no dividends and zero risk-free rate be treated as European?
5
Stock Price Behavior and GARCH
2
Do I need a copula to accurately estimate the VaR of a portfolio of risky assets?
0
How many data points are required to perform a fitting of GPD?
3
How to optimize a portfolio under *both* maximum diversity ratio and minimum variance
1
Can we replicate a call option without borrowing and make it cheaper in this way?
5
How to interpolate gaps in a time series using closely related time series?
9
Do markets typically fall fast, and rise slowly
8
How to check if a timeseries is stationary?
5
Open source alternative to excel for investment and portfolio calculations
7
Proof that you cannot beat a random walk