Serving the Quantitative Finance Community

Search found 39 matches

by leherbert
November 10th, 2008, 7:15 pm
Forum: General Forum
Topic: Why effective fed funds rate lower than target
Replies: 3
Views: 48629

Why effective fed funds rate lower than target

See this for a good explanation...The new, improved fed funds market
by leherbert
September 24th, 2008, 1:23 pm
Forum: General Forum
Topic: Futures Speculation
Replies: 1
Views: 48487

Futures Speculation

<t>True, zero-sum does not explain price-discovery. Price can still be driven up when there is a general bullish view. And I thought that the need to roll or close before first notice would drive prices back down, but this is discarding the fact that both the long and short holders must get out... n...
by leherbert
September 23rd, 2008, 12:34 pm
Forum: General Forum
Topic: Futures Speculation
Replies: 1
Views: 48487

Futures Speculation

<t>Good day, Here is something I do not seem to be able to grasp. Lately, we hear a lot about the effect of speculation on commodities prices. See for example this. published this morning on bloomberg. Now, I understand the concept of large speculative buyers having an effect on the price of a stock...
by leherbert
March 9th, 2006, 3:16 pm
Forum: Brainteaser Forum
Topic: calendar
Replies: 3
Views: 116197

calendar

{0,1,2,3,4,5}{0,1,2,7,8,9}Assuming we can flip the 6 to get a 9, this numbering scheme works.
by leherbert
February 2nd, 2006, 5:02 pm
Forum: Numerical Methods Forum
Topic: Real Analysis and Prob. question
Replies: 2
Views: 121392

Real Analysis and Prob. question

1 > Prob(union) > Prob(intersection)For the first part. Now prove the second part Show that An\(union Ai, i<n) has probability 0.Then use sigma additivity.
by leherbert
September 18th, 2005, 1:10 am
Forum: Careers Forum
Topic: Internships Wanted
Replies: 109
Views: 206717

Internships Wanted

<t>Dates Available in order of preference: Summer 2006, Winter 2006, Fall 2006Citizenship: CanadianLocations: New York, London, Hong KongCurrent Status: Full time Master's degree in Computational Finance student (first year of two) Completed a 1st class Joint Honours in Mathematics and Computer Scie...
by leherbert
August 4th, 2005, 8:42 pm
Forum: Programming and Software Forum
Topic: Matlab question
Replies: 4
Views: 140418

Matlab question

You can get real time data in C, and use Matlab compiler to convert your matlab code to C code instead, and use this as a library from within your initial program. I think matlab also provides a special toolbox for real time applications, but I woul not bet on this, I am not sure
by leherbert
July 26th, 2005, 9:00 pm
Forum: Brainteaser Forum
Topic: Arrange the digits
Replies: 15
Views: 143521

Arrange the digits

Indeed. Nicely done.
by leherbert
July 25th, 2005, 12:42 pm
Forum: Brainteaser Forum
Topic: Arrange the digits
Replies: 15
Views: 143521

Arrange the digits

Trial and error argument Could this be done by the solver?Can you have != relations between two variables in it?
by leherbert
July 24th, 2005, 4:17 pm
Forum: Brainteaser Forum
Topic: Arrange the digits
Replies: 15
Views: 143521

Arrange the digits

<t>No.Start with 5s. We have? ? ? 5 _ _ _ _ _ 5 ? ? ?Add 4s. Wlog we can have:4 _ _ 5 _ 4 _ _ _ 5 _ 4 _ 5 _ _ 4 _ _ 5_ _ 4 5 _ _ _ 4 _ 5Trial and error on those shows that we cannot. Alternatively, label x1 the position in 1 and 10 where you put the first one. label x2 the position in 1 and 10 where...
by leherbert
July 22nd, 2005, 3:12 pm
Forum: Brainteaser Forum
Topic: Odds that a game of chance is rigged
Replies: 6
Views: 142445

Odds that a game of chance is rigged

<t>And what if the outcome of the game was:1/1000 -> 993$ gain1/1000 -> 5$ gain998/1000 -> 1$ lossThen I was just lucky winning the 5$ at the beginning because this is a faire game with null expected gain.I don't think there is enough info without assuming a distribution on the outcome of the game. ...
by leherbert
July 20th, 2005, 7:09 pm
Forum: Careers Forum
Topic: HEC Montreal
Replies: 7
Views: 143392

HEC Montreal

<t>Hi guys. I'm enrolled in the computational finance master's degree at UDM starting this fall term. I thought it would be more interesting than HEC's one as it is a program that combines mathematics, computer science and economis professor and I assume the level is higher than that at HEC but I mi...
by leherbert
July 18th, 2005, 4:13 pm
Forum: Brainteaser Forum
Topic: Rope around the earth
Replies: 15
Views: 146062

Rope around the earth

Indeed, counter-intuitive. I though initialy that the single post would not need to be that long...Quite amazing that it needs to be 119m to lengthen the rope by a single meter.
by leherbert
July 15th, 2005, 2:15 pm
Forum: Brainteaser Forum
Topic: Rope around the earth
Replies: 15
Views: 146062

Rope around the earth

<t>Easy, but interesting. You tie a rope around the earth at equator. During the night, a friend of yours plays you a tric and unties your knot, adds a meter to the rope and ties it back. If you were on the next morning to walk around the earth, adding posts to hold your rope to make it tight again ...
by leherbert
June 9th, 2005, 5:21 pm
Forum: Brainteaser Forum
Topic: break the code shall we?
Replies: 6
Views: 147869

break the code shall we?

Do you give the ipod if we tell you the answer ?