SERVING THE QUANTITATIVE FINANCE COMMUNITY

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by JGJPR
September 11th, 2017, 10:06 am
Forum: Brainteaser Forum
Topic: True or false
Replies: 35
Views: 17437

Re: True or false

What brainteaser/exercise?
The one expressed at the first message of this topic, page 1.
That's not Primary school, ..maybe pre-school?

Image
Hahaha
by JGJPR
September 11th, 2017, 8:38 am
Forum: Brainteaser Forum
Topic: True or false
Replies: 35
Views: 17437

Re: True or false

Was there a big mirror on the wall when you did this test ? I'll not answer to this stupidity, but just the "throw 6". It is clear that your link with the dice is meaningless, because, in the considered brainteaser, the event for one question is 'this is true', not 'power of two'. If you'd be able ...
by JGJPR
September 11th, 2017, 7:22 am
Forum: Brainteaser Forum
Topic: The "best" method to compute bivariate cumulative normal distribution
Replies: 48
Views: 7210

Re: The "best" method to compute bivariate cumulative normal distribution

One requirement is adaptability to other distributions. This looks to mean that any analytics methods considering 'Gaussianity' does not answer the question, so that a numerical method is welcome. I don't see any more general methods but copula or monte-carlo. Good question! The PDE approach I deve...
by JGJPR
September 11th, 2017, 7:21 am
Forum: Brainteaser Forum
Topic: True or false
Replies: 35
Views: 17437

Re: True or false

They don't care about statistics, they only care about how you react is situations that are I'll posed -like in the real world
You're bluffing.
by JGJPR
September 11th, 2017, 7:19 am
Forum: Brainteaser Forum
Topic: True or false
Replies: 35
Views: 17437

Re: True or false

Was there a big mirror on the wall when you did this test ? I'll not answer to this stupidity, but just the "throw 6". It is clear that your link with the dice is meaningless, because, in the considered brainteaser, the event for one question is 'this is true', not 'power of two'. If you'd be able ...
by JGJPR
September 10th, 2017, 6:48 pm
Forum: Brainteaser Forum
Topic: exp(5) = [$]e^5[$]
Replies: 544
Views: 113532

Re: exp(5) = [$]e^5[$]

Is a quant a calculation engine?
Very strange question to me...
by JGJPR
September 10th, 2017, 6:47 pm
Forum: Brainteaser Forum
Topic: The "best" method to compute bivariate cumulative normal distribution
Replies: 48
Views: 7210

Re: The "best" method to compute bivariate cumulative normal distribution

One requirement is adaptability to other distributions.
This looks to mean that any analytics methods considering 'Gaussianity' does not answer the question, so that a numerical method is welcome.
I don't see any more general methods but copula or monte-carlo.
by JGJPR
September 10th, 2017, 6:37 pm
Forum: Brainteaser Forum
Topic: True or false
Replies: 35
Views: 17437

Re: True or false

This exercice is not clear. Such text must be extremely precise. "with each power of two having an equal probability" This does not mean anything. A number has no probability, but an event, yes. So what does it mean? "and each possible distribution being equally likely for a certain true count" I th...
by JGJPR
September 8th, 2017, 10:26 am
Forum: Brainteaser Forum
Topic: Can you motivate this speed difference??
Replies: 83
Views: 15843

Re: Can you motivate this speed difference??

Ah alright I get what you said.
But watch out from the following point: I think you should consider as many hills as down valleys otherwise the two balls wouldn't be at the same final level, which would be a significant bias, and then no possible comparisons, shouldn't you?
by JGJPR
September 8th, 2017, 9:45 am
Forum: Brainteaser Forum
Topic: Can you motivate this speed difference??
Replies: 83
Views: 15843

Re: Can you motivate this speed difference??

Yes but, refer to the video, the ball is faster at the first 'go down-go up' so it doesn't matter.
by JGJPR
September 8th, 2017, 8:49 am
Forum: Brainteaser Forum
Topic: Can you motivate this speed difference??
Replies: 83
Views: 15843

Re: Can you motivate this speed difference??

I want to give another explanation based on the point only, still with no friction. When the point goes down, it gains speed therefore the duration to hit downhill (ie middle of trajectory) is lower than the one to hit middle point if the trajectory was a line. In addition, the only force that (posi...
by JGJPR
September 8th, 2017, 7:28 am
Forum: Brainteaser Forum
Topic: Can you motivate this speed difference??
Replies: 83
Views: 15843

Re: Can you motivate this speed difference??

I give an attempt of intuitive explanation. I neglect any form of friction. We can prove that, using kinetic energy theorem, that it will remain the same for two points. Therefore the speed difference should come from the fact that we have balls and not points. Thus, the rotational effects must be c...
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