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by WaaghBakri
June 2nd, 2003, 5:50 pm
Forum: Brainteaser Forum
Topic: Brainteaser
Replies: 39
Views: 193890

Brainteaser

That was quick. Nice. Had'nt heard of the generalization, but see that it is...Now here's a real toughie for the associationally constrained ....Divide the area bounded by a circle in ten parts using ONLY three lines.
by WaaghBakri
June 2nd, 2003, 5:13 pm
Forum: Brainteaser Forum
Topic: Brainteaser
Replies: 39
Views: 193890

Brainteaser

<t>You have a box of dominoes and a 8x8 checker board. One can arrange 32 dominoes on the checkerboard such that each domino covers 2 checkerboard squares. Now snip off 2 diagonally opposite squares (extreme) of the checkerboard. On this modified checkerboard, can you layout 31 dominoes such that ea...
by WaaghBakri
May 26th, 2003, 2:50 am
Forum: General Forum
Topic: Riding the Yield Curve
Replies: 30
Views: 193361

Riding the Yield Curve

Many thanks for your responses...
by WaaghBakri
May 23rd, 2003, 6:15 am
Forum: General Forum
Topic: Riding the Yield Curve
Replies: 30
Views: 193361

Riding the Yield Curve

Thanks FDAX. ..
by WaaghBakri
May 23rd, 2003, 5:42 am
Forum: General Forum
Topic: Riding the Yield Curve
Replies: 30
Views: 193361

Riding the Yield Curve

<t>The LTCM strategy makes me want to ask, why play at the long maturity end of the curve? Presumably, in theory, it could be played out at the 10yr. vicinity too. Am I right in thinking that lower volatility of the long end of the curve is the reason? Generally, with respect to the rolling-down-the...
by WaaghBakri
May 19th, 2003, 9:55 am
Forum: The Quantitative Finance FAQs Project
Topic: What are the forward and backward equations?
Replies: 24
Views: 194814

What are the forward and backward equations?

<t>Omar, Above, I started off by stating that GIVEN, dX = m(X,t) * dt + v(X,t) * dBthe Ito & Stratonovich interpretations of this sde will result in different FP eqns. The "culprit" is this statement. Ito and Stratonovich interpretations of the above equation will result in two different process...
by WaaghBakri
May 18th, 2003, 12:05 am
Forum: The Quantitative Finance FAQs Project
Topic: What are the forward and backward equations?
Replies: 24
Views: 194814

What are the forward and backward equations?

<t>If we consider SDE's of the form,dX = m(X,t) dt + v(X,t) dBwhere m=drift coefficient, v=diffusion coefficient, and the X the stochastic process, then the FP equations under Ito & Stratonovitch interpretations of the SDE are: Ito:dp/dt = d/dx[ -m*p + (v^2 / 2)*dp/dx ]Stratonovitch:dp/dt = d/dx...
by WaaghBakri
May 16th, 2003, 4:02 pm
Forum: Off Topic
Topic: Profound Quotes
Replies: 642
Views: 226958

Profound Quotes

<t>"I have often pondered over the roles of knowledge or experience, on the one hand, and imagination or intuition, on the other, in the process of discovery. I believe that there is a certain fundamental conflict between the two, and knowledge, by advocating caution, tends to inhibit the flight of ...
by WaaghBakri
May 13th, 2003, 6:03 am
Forum: Off Topic
Topic: Dreams
Replies: 70
Views: 192643

Dreams

<t>I lie and pray for fancies hovering near; Oblivion’s kindly troop, illusions blest; Dim, trailing phantoms in a world too clear; Soft, downy, shadowy forms, my spirit’s nest; The warp and woof of sleep; till, freed from fear, I drift in sweet enchantment back to rest. “Such Stuff as Dreams Are Ma...
by WaaghBakri
May 13th, 2003, 5:47 am
Forum: Off Topic
Topic: British study finds monkeyswith typewriters can't match
Replies: 26
Views: 191001

British study finds monkeyswith typewriters can't match

Would anyone recommend E.M. Cioran, "The Trouble with Being Born" ? The title intrigues me ......
by WaaghBakri
May 13th, 2003, 4:32 am
Forum: Off Topic
Topic: Dreams
Replies: 70
Views: 192643

Dreams

<t>As a member of the cannot-remember-dreams camp, I would like to ask the always-remember-dreams campers whether remembering dreams is something to be desired? Curious as to what proportion of ones dreams are nightmares....Nonius was bold enough to layout his dreams, and it appears, to me, that the...
by WaaghBakri
May 13th, 2003, 3:55 am
Forum: Off Topic
Topic: British study finds monkeyswith typewriters can't match
Replies: 26
Views: 191001

British study finds monkeyswith typewriters can't match

but imdx80, I must compliment you on your icon. good movieWhat movie? Looks like a bruised energizer bunny to me, rather mauled, ravaged ....
by WaaghBakri
May 12th, 2003, 3:16 pm
Forum: Off Topic
Topic: Dreams
Replies: 70
Views: 192643

Dreams

<t>Quote Now here you go againYou say you want your freedomWell who am I to keep you downIt's only right that you shouldPlay the way you feel itBut listen carefully to the soundOf your lonelinessLike a heartbeat...drives you madIn the stillness of remembering what you hadAnd what you lost...And what...
by WaaghBakri
May 11th, 2003, 6:28 am
Forum: Off Topic
Topic: British study finds monkeyswith typewriters can't match
Replies: 26
Views: 191001

British study finds monkeyswith typewriters can't match

<t>QuoteTo dare every day to be irreverent and bold. To dare to preserve the randomness of mind which in children produces strange and wonderful new thoughts and forms. To continually scramble the familiar and bring the old into new juxtaposition.Gordon Webber, Advertising Age, 31 Oct 60.-----------...
by WaaghBakri
May 11th, 2003, 6:14 am
Forum: Off Topic
Topic: British study finds monkeyswith typewriters can't match
Replies: 26
Views: 191001

British study finds monkeyswith typewriters can't match

Like orient pearls at random strung - Sir William Jones ("A Persian Song of Hafiz").
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