SERVING THE QUANTITATIVE FINANCE COMMUNITY

Search found 19 matches

  • 1
  • 2
by Mircea
July 13th, 2004, 12:28 pm
Forum: Brainteaser Forum
Topic: "Equation"
Replies: 37
Views: 185768

"Equation"

<t>Let’s add to the confusion: We are looking for the solution of eq x^x^x…= n.Let’s call (in the spirit of a previous comment, no offences to the actual professions)1. “physicist solution” : n must be in the domain (0,e] (because is working!), then sqrt(2) is a solution for n=22. “econometrician so...
by Mircea
July 13th, 2004, 2:46 am
Forum: Brainteaser Forum
Topic: "Equation"
Replies: 37
Views: 185768

"Equation"

<t>About to the generalization: if n=2 then the solution is x=sqrt(2). If n=4 then the solution is again x=sqrt(2), thus 2=4!!! Let’s analyze the function x^(1/x). It is zero for x->0, 1 for x=1, it has one max for x=e at e^(1/e) >1, and it is 1 for x->+infty (horizontal asymptote). It is easy to dr...
by Mircea
July 12th, 2004, 6:18 pm
Forum: Brainteaser Forum
Topic: "Equation"
Replies: 37
Views: 185768

"Equation"

by Mircea
July 12th, 2004, 2:34 pm
Forum: Technical Forum
Topic: Risk Reversals
Replies: 14
Views: 197136

Risk Reversals

Hi Anthony,From your formula, BF spread = ATM spread, however ICAP quotes for EUR-USD 3M areATM 10.10/10.35RR25D 0.1/0.4BF25D 0.175/0.275Do I miss something?Thanks a lot.
  • 1
  • 2
GZIP: On