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Quantitative Finance
Will Gu's user avatar
Will Gu's user avatar
Will Gu's user avatar
Will Gu
  • Member for 9 years, 2 months
  • Last seen more than 1 year ago
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About

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

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Top posts
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answer
8
Is CAPM a cross sectional or time series model?
May 21, 2018
answer
6
How to use factor models for prediction?
Dec 7, 2016
question
4
Intuitively, why does liquidity premium contribute to bond yield?
May 21, 2018
answer
3
Derivation of the formulas for the values of European asset-or-nothing and cash-or-nothing options
Nov 11, 2015
answer
3
Mean and standard deviation of price series with Kalman
Apr 27, 2017
answer
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, 2018
answer
2
Yield To Maturity calculations for risk-free vs risky bonds
Apr 19, 2018
answer
2
How to estimate Black Scholes parameters using Maximum Likelihood estimate method
May 18, 2018
question
2
For equity options, why sometimes ATM vol of shorter expiration is higher than that of longer expiration?
Dec 14, 2016
answer
2
Simulating a stock price with Monte Carlo - Why my solution isn't equivalent to the author's
Dec 7, 2016
Top network posts
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12
Python: 1d array circular convolution
5
a few questions about how HD wallet works