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Will Gu

Used to be in Credit Market and Data Science. Now Crypto.

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Top posts (33) All Questions Answers | Votes Newest

3 Intuitively, why does liquidity premium contribute to bond yield? May 21 '18
3 Is CAPM a cross sectional or time series model? May 21 '18
2 I need liquidity metrics of a portfolio (2-5 bonds) that takes into consideration difference in size of bonds and maturity profile Apr 19 '18
2 Yield To Maturity calculations for risk-free vs risky bonds Apr 19 '18
2 How to estimate Black Scholes parameters using Maximum Likelihood estimate method May 18 '18
2 Mean and standard deviation of price series with Kalman Apr 27 '17
2 How to use factor models for prediction? Dec 7 '16
2 Simulating a stock price with Monte Carlo - Why my solution isn't equivalent to the author's Dec 7 '16
2 For equity options, why sometimes ATM vol of shorter expiration is higher than that of longer expiration? Dec 14 '16
2 Algorithmic Execution Literature/References Dec 15 '16
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