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Will Gu

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3 Questions

Votes Activity Newest Views

1

4

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Intuitively, why does liquidity premium contribute to bond yield?

bond credit yield risk-premium liquidity-risk

May 24 '18 at 22:43 rrg 909

2

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2

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132

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For equity options, why sometimes ATM vol of shorter expiration is higher than that of longer expiration?

options volatility arbitrage

Dec 14 '16 at 8:54 Will Gu 642

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589

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FX risk of basis swap in foreign currencies

risk fx swaps interest-rate-swap basis

Sep 29 '17 at 6:32 rupweb 1,126

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