User Will Gu - Quantitative Finance Stack Exchange

Will Gu

Member for 8 years, 2 months
Last seen more than a month ago

GitHub
willguxy.github.io
New York, NY, United States

3 Questions

Score Activity Newest Views

4 votes

4 answers

406 views

Intuitively, why does liquidity premium contribute to bond yield?

asked May 21, 2018 at 19:03

2 votes

2 answers

197 views

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

asked Dec 14, 2016 at 2:02

1 vote

2 answers

827 views

FX risk of basis swap in foreign currencies

asked Sep 28, 2017 at 3:14