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Quantitative Finance
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Bob Jansen♦
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  • Quantitative Analyst at Atradius
  • Interested in the combination of Finance and Computer Science
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Top Posts (95) All Questions Answers | Votes Newest

22 What are the quantitative finance books that we should all have in our shelves? Mar 19
16 Skewness and Kurtosis under aggregation Jun 24 '12
13 Derivation of Ito's Lemma Jan 29 '13
12 Intuitive explanation of the Hansen-Jagannathan bound Nov 2 '13
11 Fama-French 3-factor model: factors implying risk Oct 20 '13
11 Do markets typically fall fast, and rise slowly Nov 26 '11
9 Simulating the joint dynamics of a stock and an option Feb 29 '12
9 How to check if a timeseries is stationary? Nov 13 '11
9 What is the equation for Garman-Klass volatility? May 15 '14
8 Why isn't the Nelson-Siegel model arbitrage-free? May 15 '12
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