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## Search found 6 matches

May 10th, 2020, 4:15 pm
Forum: Brainteaser Forum
Topic: expected number of 1-runs
Replies: 32
Views: 8485

### Re: expected number of 1-runs

That's spot on. It is exactly 12.75 (and stdDev = 3.326...).
my computation indicates that

mean(n) = n/8 + 1/4 for n > 1
May 7th, 2020, 6:57 pm
Forum: Brainteaser Forum
Topic: expected number of 1-runs
Replies: 32
Views: 8485

### Re: expected number of 1-runs

Can not find fault in your reasoning: (50+0)/2 = 25 and it works for n=2;
althought n=100 and we are looking for a mean not an average.
May 6th, 2020, 12:10 pm
Forum: Brainteaser Forum
Topic: expected number of 1-runs
Replies: 32
Views: 8485

### expected number of 1-runs

What's the expected number of 1-runs when tossing a fair coin 100 times;
where 1-run (for heads) is defined as HT or H for the last toss;
for example: THHTHTHTTH has 3 1-runs.
May 12th, 2016, 3:56 pm
Forum: Student Forum
Topic: Risk Aggregation
Replies: 5
Views: 1007

### Risk Aggregation

what's the distribution of (X1,X2)?
October 13th, 2014, 10:07 am
Forum: Student Forum
Topic: Collateral posting for ASW
Replies: 4
Views: 3350

### Collateral posting for ASW

Thanks Martinghoul, I am wondering what's the ASW liquidity for bunds (and other German gov bonds) vs bonds liquidity.
October 10th, 2014, 2:46 pm
Forum: Student Forum
Topic: Collateral posting for ASW
Replies: 4
Views: 3350

### Collateral posting for ASW

What's the market practice regarding collateral posting for asset swaps. I would think that mark to market of (Libor+spread - coupon payments) is computed and corresponding collateral is posted i.e. bond price is not relevant.

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