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by mabroe
May 3rd, 2007, 2:12 pm
Forum: Brainteaser Forum
Topic: another physics brainteaser
Replies: 50
Views: 85411

another physics brainteaser

<t>Quoteis my answer right?Think your answer is right in that the object will eventually come to rest in all directions, but the object will move along the x-direction because initally the net force along the x-axis is gravity only. The direction of fricitional force is opposite direction the instan...
by mabroe
May 2nd, 2007, 1:11 pm
Forum: Brainteaser Forum
Topic: another physics brainteaser
Replies: 50
Views: 85411

another physics brainteaser

oops Yes, then Legrangian is pretty ugly using corrdinate system x, y, z as defined below, but object would eventually come to rest in z direction.
by mabroe
May 1st, 2007, 5:13 pm
Forum: Brainteaser Forum
Topic: another physics brainteaser
Replies: 50
Views: 85411

another physics brainteaser

<t>Soluation much easier to explain with picture (as most fresh physics questions are), but here goes. Change coordinates to parallel and perpendicular to the incline, call these x and y respectively. In the y direction you will have normal force pointing up and component of gravity pointing down wh...
by mabroe
May 1st, 2007, 11:54 am
Forum: Brainteaser Forum
Topic: Efficient Lamp Shade Using Monte Carlo
Replies: 7
Views: 75160

Efficient Lamp Shade Using Monte Carlo

could you explain the problem in a bit more detail? Also, seems Legrange multipliers could solve the problem analytically, or just use a contrained optimization algorithm to find the minimum surface area.
by mabroe
February 6th, 2006, 7:29 pm
Forum: Technical Forum
Topic: Delta Hedging Swaptions
Replies: 5
Views: 126164

Delta Hedging Swaptions

yes, that makes perfect sense. thnx !
by mabroe
February 6th, 2006, 4:43 pm
Forum: Technical Forum
Topic: Delta Hedging Swaptions
Replies: 5
Views: 126164

Delta Hedging Swaptions

<t>hello, Id like to compute the Delta of a Swaption. I've read some other posts on the subject here, but I guess I don't follow the exact calcualtion.Suppose I have a $100 notional 1Y5Y swaption, and I want to hedge it with the underlying fwd 1Y5Y swap. then, assuming Im usign black's model for pri...