Wei Guan, Ph.D.
Associate Professor
Finance
Contact Information
Office: COB 341
Phone: 727-873-4945
Fax: 727-873-4192
Email: wguan@stpt.usf.edu
Education
Ph.D., University of Oklahoma, Finance
M.B.A., Oklahoma City University, Finance
M.S., Liaoning Techinal University (China), Mechanical Engineering
B.S., Shenyang Polytechnic University (China), Mechanical Engineering Recent Publications
Ederington, Louis H. and Wei Guan (Spring 2007). "Higher Order Greeks," Journal of Derivatives, Vol. 14 (3), 7-34.
Ederington, Louis H. and Wei Guan (Spring/Summer 2006). "Measuring Historical Volatility," Journal of Applied Finance (formerly Financial Practice and Education), Vol. 16 (1), 5-14.
Ederington, Louis H. and Wei Guan (Summer 2005). "The Information Frown in Option Prices," Journal of Banking & Finance, Vol. 29 (6), 1429-1457.
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