Quantitative Finance
Preston Lui's user avatar
Preston Lui's user avatar
Preston Lui's user avatar
Preston Lui
  • Member for 3 years, 6 months
  • Last seen more than a month ago
  • Hong Kong
Profile Activity
Stats
341
reputation
9k
reached
10
answers
16
questions
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4
Score
2
Posts
8
Posts %
4
Score
2
Posts
8
Posts %
3
Score
2
Posts
8
Posts %
3
Score
2
Posts
8
Posts %
2
Score
2
Posts
8
Posts %
2
Score
2
Posts
8
Posts %
Top posts
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All Questions Answers
Score Newest
question
3
What are the relation between the risk neutral measures in binomial tree and in Black Scholes model?
May 24, 2020
question
3
How are the divisor of SP500 determined?
Jul 13, 2020
question
3
How to find a risk-neutral measure for funds with management fee
Aug 23
answer
3
How does volatility affect an option payoff diagram?
Nov 7, 2020
answer
2
Build a portfolio with $\beta=1$ and minimize $\sigma^2$ using CAPM
Dec 13, 2020
answer
2
Uncorrelation between SP500 and USDJPY?
Jul 14, 2022
answer
2
Failing to replicate Wilmott's results for binomial option pricing
Jun 18, 2020
answer
1
Why do some mutual funds or indexes have an average effective maturity that is way larger (2-4 times larger) than the average effective duration?
Jul 21, 2020
answer
1
Why are these deep in-the-money FLEX options seemingly bought at a discount?
Jul 21, 2020
answer
1
Clarification on Deriving Ito's Lemma
Oct 30, 2020
Top network posts
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21
Let X,Y be 2 r.v. with infinite expectations, are there possibilities where min(X,Y) have finite expectation?
5
Can I conduct Kolmogorov-Smirnov test on censored data?

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