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Topic Author
Posts: 3418
Joined: January 1st, 1970, 12:00 am

### Advent Calendar 2021 (for the OT)

It's fun! It's good for your mind! It will be "safe for work"! (Maybe?!)

But seriously, happy holidays everyone! Contributions welcome - we have many advent days ahead.

**

December 1, 2021

A Riddle
What has a head but never weeps, has a bed but never sleeps, can run but never walks, and has a bank but no money?

emerald.jpg

A Chess Problem

As shown in the picture below, the White army is arranged in a classic chess board. You need to add the Black army (all pieces) in such a way that not a single piece of either color is under attack.

That ought to keep you busy for awhile. : )

Alan
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Joined: December 19th, 2001, 4:01 am
Location: California
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### Re: Advent Calendar 2021 (for the OT)

Give three Gordon Gekko quotes without looking them up.

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Topic Author
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Joined: January 1st, 1970, 12:00 am

### Re: Advent Calendar 2021 (for the OT)

Greed is good! The Grinch thinks so too!

**

December 2, 2021

A Picture (from The Book of Kells)
book of kells.jpg

A Puzzle about Calendars and Time

ACROSS
4. The oldest calendar (maybe)
5. Calendar of the People of the Book
6. Pallas time
8. Universal time
9. All Hail, Caesar!
10. Iranian cosmology
12. Runic and trollic time
14. By the Rivers of...

DOWN
1. Vegetarian/vegan inspiration calandar
2. Pere Ubu's Day Runner
3. Monastic chants (time and chance)
7. Time and Not Time
11. Ite domum!
13. Popol Vu

Creating and uploading puzzles is a work in progress. Solution will be provided on Advent Day 3.

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Topic Author
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Joined: January 1st, 1970, 12:00 am

### Re: Advent Calendar 2021 (for the OT)

The answer to the Riddle posted on December 1: "What has a head but never weeps, has a bed but never sleeps, can run but never walks, and has a bank but no money?"

A river.

The solutions to the Calendar Crossword puzzle:

ACROSS
4. The oldest calendar (maybe) - Sumerian
5. Calendar of the People of the Book - Hebrew
6. Pallas time - Athenian
8. Universal time - Cosmic
9. All Hail, Caesar! - Julian
10. Iranian cosmology - Zorastrian - (should have also mentioned Persia, as obviously Iran did not exist as such in those days.)
12. Runic and trollic time - Icelandic
14. By the Rivers of... - Babylon (know your Reggae!)

DOWN
1. Vegetarian/vegan inspiration calandar - Hindu
2. Pere Ubu's Day Runner - Pataphysical
3. Monastic chants (time and chance) - Gregorian
7. Time and Not Time - Buddhist
11. Ite domum! - Roman (know your Monty Python!)
13. Popol Vu(h) - Mayan (Also an atmospheric/ambient band from the 1970s/80s)
[/font]

Paul
Posts: 5766
Joined: July 20th, 2001, 3:28 pm

### Re: Advent Calendar 2021 (for the OT)

Excellent. I got river and Babylon! I guess rivers are my thing.

I only knew the Boney M version. Did Bob M do a version? The internet seems undecided. (Ok, after 30 seconds 'research') Originally The Melodians.

Paul
Posts: 5766
Joined: July 20th, 2001, 3:28 pm

### Re: Advent Calendar 2021 (for the OT)

I must be imagining things again!

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Topic Author
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Joined: January 1st, 1970, 12:00 am

### Re: Advent Calendar 2021 (for the OT)

I must be imagining things again!
I was listening to Bob Marley as I was typing earlier and the auditory influence was overwhelming. : )

Here are The Melodians on Jimmy Cliff's excellent reggae soundtrack/album:
and while we're at it...
Romanes Eunt Domus! No, no no....!

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Topic Author
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### Re: Advent Calendar 2021 (for the OT)

December 3, 2021

Theme of the day: The North and South Poles
None of the Santa nonsense though - just howling blizzards, ice, bitter cold, and willpower. (No hot showers either - lol).

A Landscape

A Puzzle - Polar Explorers

ACROSS
1. An American who reached both Poles by plane (North, 1926; South, 1929)
3. This Kiwi bagged both Poles and climbed Mount Everest too
8. Nobel Peace Prize laureate who crossed Greenland on skis and also reached the North Pole
9. Two attempts in the South, but using ponies not sled dogs led to his defeat
10. Reached the South Pole, ascended Mount Erebus, and survived Elephant Island with his team

DOWN
2. First to recognize Antarctica as a Continent (not as a collection of islands)
4. Contender in Races North and South; beaten in the North, victorious in the South
5. From Japan, the lesser-known third participant in the Race to the South Pole (1911)
6. An Aussie on ice, with a passion for geology
7. Modern times - solo walking voyages to both Poles; 34-day record in the South

A Drink (spiked with cognac after all that)
hot chocolate.jpg
To courage and adventure!

And next time - quant finance by the fireside.

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Joined: January 1st, 1970, 12:00 am

### Re: Advent Calendar 2021 (for the OT)

Solutions for the Polar Explorer Puzzle:

ACROSS
1. An American who reached both Poles by plane (North, 1926; South, 1929) - Byrd
3. This Kiwi bagged both Poles and climbed Mount Everest too - Hillary
8. Nobel Peace Prize laureate who crossed Greenland on skis and also reached the North Pole - Nansen
9. Two attempts in the South, but using ponies not sled dogs led to his defeat - Scott
10. Reached the South Pole, ascended Mount Erebus, and survived Elephant Island with his team - Shackleton

DOWN
2. First to recognize Antarctica as a Continent (not as a collection of islands) - Ross
4. Contender in Races North and South; beaten in the North, victorious in the South - Amundsen
5. From Japan, the lesser-known third participant in the Race to the South Pole (1911) - Shirase
6. An Aussie on ice, with a passion for geology - Mawson
7. Modern times - solo walking voyages to both Poles; 34-day record in the South - Ousland

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### Re: Advent Calendar 2021 (for the OT)

December 4, 2021

A Fireside Chat for Quants

What are these equations/formulas called and what are they doing there?
Equations.JPG
To be continued (perhaps) later.

Paul
Posts: 5766
Joined: July 20th, 2001, 3:28 pm

### Re: Advent Calendar 2021 (for the OT)

The third one looks messed up.

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Topic Author
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Joined: January 1st, 1970, 12:00 am

### Re: Advent Calendar 2021 (for the OT)

The third one looks messed up.
Thanks for pointing that out. Here is the correct version on the sheet as well:

Paul
Posts: 5766
Joined: July 20th, 2001, 3:28 pm

### Re: Advent Calendar 2021 (for the OT)

Well, I know what they all are. And there seems to be some hidden meaning. But it's not quite working out for me!

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Topic Author
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Joined: January 1st, 1970, 12:00 am

### Re: Advent Calendar 2021 (for the OT)

Well, I know what they all are. And there seems to be some hidden meaning. But it's not quite working out for me!
Of course, you do! But as for hidden meanings - nothing too grand or complicated, I looked at about a dozen candldates and picked these because they are each iconic in their own way.

Many others to chose from and may revisit it in some form or another here, but I will take care with my ps and qs and bs next time!
Haste makes waste...

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### Re: Advent Calendar 2021 (for the OT)

Solutions for December 4, 2021
A Fireside Chat for Quants

1) The first in this collection is, of course, the Black Scholes equation. There are at least ten ways to derive it, if you have nothing better to do this weekend.

2) The Cox-Ingersoll-Ross model, a type of one-factor (short-rate) model that describes the evolution of interest rates  driven by only one source of market risk. Sometimes used in the valuation of interest rate derivatives, the CIR model was introduced by John C. Cox, Jonathan E. Ingersoll and Stephen A. Ross as an extension of the Vasicek model in 1985.

3) The Kelly Criterion

4) The Mandelbrot Set

and

5) The Fibonacci Formula