Quantitative Finance
Bob Jansen
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About
  • Quantitative Analyst at ABN AMRO Bank
  • Interested in the combination of Finance and Computer Science
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68
What are the quantitative finance books that we should all have in our shelves?
Mar 19 '18
36
Why are there no papers about stock prediction with machine learning in leading financial journals?
Mar 16
25
What are the recent quantitative finance papers we should all read?
Feb 14
22
Skewness and Kurtosis under aggregation
Jun 24 '12
17
Derivation of Ito's Lemma
Jan 29 '13
16
List of interesting Quantitative Finance podcasts
Jun 11 '19
13
Intuitive explanation of the Hansen-Jagannathan bound
Nov 2 '13
12
Fama-French 3-factor model: factors implying risk
Oct 20 '13
12
What is the equation for Garman-Klass volatility?
May 15 '14
11
Do markets typically fall fast, and rise slowly
Nov 26 '11
Top Meta posts
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9
Proposal: Make the work of Fama, Hansen and Schiller the new weekly topic challenge
9
Deactivating "Seeking assistance in developing a trading strategy” as close reason
9
Some kind of Mark Joshi memorium?
6
Which migration paths make sense to be enabled?
6
Willingness to consider a revision to the current "question format" guidelines?
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14
Calling Excel macros from PowerShell with arguments
12
Fast general method to calculate percentiles
12
Need to replace default "No data available in table" message in Shiny R renderDataTable
9
Why is Date class in base R backed by a double
9
Fast general method to calculate percentiles

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