<t>Thank you both for the answers!But what does that mean for 13, 14, 16, 17, 19 .... month OIS swap?13: 1st payment at 3rd month, second at 13th month or 1st payment at 1 year and second at 13th month? 14: 1st payment at 4th month, second at 14th month or 1st payment at 1 year then at 14th month?et...

<t>Hello guys,I have a question on Sterling OIS payment schedule. From the Bank of England website, you can get historical data on OIS at 1 month interval for up to 5 years on most days. It does not seem to mention anywhere how the non-quarterly, non-semi-annually swap payments are scheduled. For ex...

<t>I am entirely unsure of the moments method although both bilbo and pk seemed to have got the answer of X = 2b/3.For a uniform distribution [0,b], we know that E[x] = b/2, E[x^2] = b^2/12, etc. If we let the two samples be X1 and X2, then using only the first momentb = (X1+X2)/2. Arguing as bilbo ...

<t>QuoteOriginally posted by: bilbo1408QuoteIf it is decided that ball 1 is to go to bucket 3, no other balls will go into bucket 1 and 2. The rest of the balls must go into bucket 3 or any buckets after that. This is what I am talking about. Where did you get this?I got this from the post by Anthis...

QuoteOriginally posted by: bilbo1408No...you are reading it wrong.Care to explain?

<t>Why is everyone solving a different problem from the original?? The problem seems to be mutating depending on who is solving it. At least I thought Anthis was asking a different problem or am I wrong? I thought he stated that there were M balls all with different labels 1, 2, ....., M respectivel...

<t>QuoteOriginally posted by: AdvaitaWow. Does this work for 1000X1000 matrix also? In my mind, you can rearrange the strips to get the re-arranged board:W1 B1B2 W2each of the four sub-matrices is 999 X 1001 (W means all whites, B all blacks). And the column and row rule still holds.Now taking mod 2...

<t>QuoteOriginally posted by: pk14That's exactly what I posted at the first place.You havelog(1+r) ~ r - r^2/2 = r(1-r/2)However, the r inside (1-r/2) is of second order importance, you may just replace it with r_0 = 5% or something like that. Now,log(1+r)~r(1-r_0/2)The answer will be pretty much 0....

Firing right away gives you 3/4 probability of survival. Spinning again will let you survive only 2/3 of the time.

<t>QuoteOriginally posted by: ChicagoGuyIf you form 500 intervals by pairing the points 1, 2, ...., 1000 randomly on the number line, what is the probability that among those intervals is one which intersects all the others?I think this question is pretty cool. Any takers?I am confused by the questi...

<t>QuoteOriginally posted by: noexpertHow do we solve this problem if we have drift included in the brownian motion.?Since no one answered this, I give this a try. Let X_t = a + m t + V_t where V_t is normally distributed r.v. with distribution N(0,t) and m is a constant drift rate. Obviously X_0 = ...

<t>Hmm...... looking at the very nice results of Pascalou, E[T | X_T=A]=[(B-A)^2-(B-k)^2]/3, E[T | X_T=B]=[(B-A)^2-(k-A)^2]/3.I found something pretty weird! I wonder if anyone can shed some light on it?Let's write Ea(n) = E[T|X_0=n, X_T=A], Eb(n) = E[T|X_0=n, X_T=B]. If one tries to find the result...

<t>QuoteOriginally posted by: MirrorHi,can you please explain why non positive definite means a portfolio of negative variance exists? I thought it just means you cannot perform a cholesky decomp on it? Thanks!The eigenvalues of the covariant matrix are the variances of the independent components of...

Is trickery allowed? For example like McCarreira suggested folding the page or can one tear out the incorrect page? If the answer is no, may be a binary search? Actually can we call someone on that page and ask him/her to look it up for us?

<t>In my opinion, the problem is stated very confusingly. So M is actually the number of numbered balls and not the sum of all the numbers on the balls? Are the numbers on the balls all different? None of the balls have the same number as in every ball is distinguishable from every other ball?Then w...