- August 31st, 2021, 4:17 pm
- Forum: General Forum
- Topic: Philosophy of Mathematics
- Replies:
**478** - Views:
**70918**

Complex Number Theory without Imaginary Number (i) by Code At the risk of being churlish, Euler's formula is called Eluer's formula several times in the text. However, if some of you check the math and it is all rigorously correct, that is arguably more important. Perhaps you were hinting at that...

- August 20th, 2021, 10:58 pm
- Forum: General Forum
- Topic: Philosophy of Mathematics
- Replies:
**478** - Views:
**70918**

Came across this today in Quanta Magazine:

Map of Mathematics

Could be augmented maybe and many areas of math not included this version, but an interesting start.

Map of Mathematics

Could be augmented maybe and many areas of math not included this version, but an interesting start.

- August 5th, 2021, 12:48 am
- Forum: Trading Forum
- Topic: LIBOR transition
- Replies:
**6** - Views:
**3018**

2012. But the misbehavior is believed to have dated back to the early 1990s. The whole thing is reaching the level of mythology at this point: The Twelve, nay, The Thirteen Labors of Hercules 1) Slay the Nemean lion. 2) Slay the nine-headed Lernaean Hydra. 3) Capture the Ceryneian Hind. 4) Capture t...

- July 31st, 2021, 2:13 pm
- Forum: General Forum
- Topic: Philosophy of Mathematics
- Replies:
**478** - Views:
**70918**

Another book for this collection - came across it in a used bookstore earlier this month; first edition is 2002, second is 2016: The Emperor's New Mind: Concerning Computers, Minds, and the Laws of Physics (Oxford Landmark Science) - Roger Penrose He covers the basic principles of physics, cosmology...

- July 18th, 2021, 10:53 pm
- Forum: The Quantitative Finance Code Library Project
- Topic: Including Julia to this Project?
- Replies:
**5** - Views:
**3645**

In addition to the conference listed previously, there will be a series of workshops this week, starting on Tuesday.

The schedule is here: Julia Con Workshop Schedule

Please note that I do not work for the company - just sharing information. Thank you.

The schedule is here: Julia Con Workshop Schedule

Please note that I do not work for the company - just sharing information. Thank you.

- July 9th, 2021, 7:02 pm
- Forum: The Quantitative Finance Code Library Project
- Topic: Including Julia to this Project?
- Replies:
**5** - Views:
**3645**

Some of you might be interested to know that the Julia folks are holding their annual conference (virtually) July 28-30.

Julia Con 2021

It's free, but register for access to the sessions.

Julia Con 2021

It's free, but register for access to the sessions.

- December 23rd, 2020, 3:34 pm
- Forum: General Forum
- Topic: Proof of the risk-neutral assumption
- Replies:
**70** - Views:
**7596**

Baker Campbell Hausdorff formula and series:

What's BCH?

https://en.wikipedia.org/wiki/Baker–Cam ... ff_formula

https://mathworld.wolfram.com/Baker-Cam ... eries.html

https://www.math.ru.nl/~mueger/PDF/BCHD.pdf

- November 29th, 2020, 12:29 pm
- Forum: Off Topic
- Topic: Cures for Covid-19
- Replies:
**18** - Views:
**2018**

I am happy to see some British parliament members pick up excellent working papers! "This paper hits the nail on the head” Screen Shot 2020-11-28 at 6.00.46 PM.png Vitamin D and COVID-19: Is There a Lack of Risk/Reward Understanding Among Health Authorities? not a cure, but a good risk/r...

- November 15th, 2020, 11:11 pm
- Forum: General Forum
- Topic: Philosophy of Mathematics
- Replies:
**478** - Views:
**70918**

should math be read from left to right or from right to left, or read from the direction the math makes most sense, stay inside the other existing rules? one can easily set up nonorthodox equations that are wrong if read wrong direction, so there must be direction rules? almost any language have r...

- November 13th, 2020, 6:58 pm
- Forum: Brainteaser Forum
- Topic: Test your veggie skills
- Replies:
**20** - Views:
**3080**

Nice!

And broccoli is full of fractals.

How many types of broccoli are there, roughly, and one Latin name?

And broccoli is full of fractals.

How many types of broccoli are there, roughly, and one Latin name?

- November 13th, 2020, 6:37 pm
- Forum: Brainteaser Forum
- Topic: Test your veggie skills
- Replies:
**20** - Views:
**3080**

Allium cepa? Red wing onion

Trying to think of a calculation involving onions.

Maybe like Dutch tulip options - there is an onion story there.

Trying to think of a calculation involving onions.

Maybe like Dutch tulip options - there is an onion story there.

- November 1st, 2020, 11:19 am
- Forum: Off Topic
- Topic: Good things that come out of this pandemic...
- Replies:
**345** - Views:
**32186**

In essence I suppose good babies are like good models: fit for purpose, robust, taking in data and conveying information about the world.

looking at the music video - these fully mature examples must have been very good babies - strongly kicking and working at communication!

looking at the music video - these fully mature examples must have been very good babies - strongly kicking and working at communication!

- October 31st, 2020, 9:38 pm
- Forum: Off Topic
- Topic: Good things that come out of this pandemic...
- Replies:
**345** - Views:
**32186**

Maybe see it in terms of the law of comparative advantage. Some are best suited to writing books. Some are best suited to having children. Some can actually manage to do both, under special conditions. Arguably, writing a really good book is even more difficult than producing a really good baby, mea...

- October 31st, 2020, 9:33 pm
- Forum: The Quantitative Finance FAQs Project
- Topic: What are the typical assumptions for quant models for each asset class and what distortions do they produce?
- Replies:
**6** - Views:
**2463**

Great - that is a very nice exposition. For the beginners/younger students, I will just lay out the key assumptions/issues with Black Scholes. Noted the thread where some you were going deeper into the terminology and the math, which is also a good exercise, but really it's the breaks on assumptions...

- October 31st, 2020, 5:48 pm
- Forum: The Quantitative Finance FAQs Project
- Topic: What are the typical assumptions for quant models for each asset class and what distortions do they produce?
- Replies:
**6** - Views:
**2463**

A good idea for this FAQ, but would be a textbook, and I doubt you'll get a taker at this point in time. To narrow the scope, if there's a troublesome assumption you can't find relaxed/fixed by diligent googling, post a question and maybe somebody will have an answer. To kick things off, I'd say th...