
Copyright 20112019. All Rights Reserved.
Twitter Updates
Error: Twitter did not respond. Please wait a few minutes and refresh this page.

Recent Posts
 September in Paris
 Talk on Alternative Factor Investing
 Bond Talk on May 23
 New Paper on Bond Portfolio Dynamics
 Spam Followers
 The Invisible RunOff
 My Letter to the Wall Street Journal
 Quarter the Cross: An Elegant Construction
 Quarter the Cross
 My FT Alphaville Commentary on Managing U.S. Treasury Debt
Top Posts & Pages
 Puzzle #9: Island of Games
 Fast Formulas #1: Average Life of Mortgage (as Scheduled)
 Fast Formulas #3: Pool Average Life with CPR Prepayments
 Financial Math Puzzles
 Fast Formulas #3: The Spreadsheet
 Fast Formulas #2: Average Life of Mortgage (Amortizing with Balloon)
 Puzzle #1: Mortgage Average Life
 Presentations
 Puzzle #2: Weighted Average LTV
 Good Fences Make Good Spreadsheets, Part 3
Recent Comments
Categories
Archives
Tag Cloud
 Average Life Formula
 Benjamin T. Solomon
 Big Data
 Bond Math
 Bond Math Puzzle
 Bond Puzzle
 Brandeis University
 Brookings Institution
 Calculus
 Calendar Puzzle
 Callable Premium Bonds
 Carmen Reinhart
 Christmas Trees
 Closed Formula
 Conferences
 Cool Graphs
 Derivative
 Economics
 Excel Tables
 Fast Formulas
 Federal Reserve
 Finance Math Puzzle
 Financial Math
 Floating Rate Debt
 FRNs
 GARP
 Geometric Series
 Gravitation
 Halton Sequence
 Humor
 Innovations
 Interest Rate Risk
 Japan
 Johann Sebastian Bach
 Ken Rogoff
 Loan Average Life
 Marc Faber
 Math
 MATLAB
 Matt Henderson
 MortgageBacked Securities
 Municipal Bonds
 Municipal Finance Conference
 National Debt
 Optimization
 Physics
 Precious Metals
 Public Debt
 Pure Math
 Puzzle
 Puzzle #1
 Puzzle #2
 Puzzle #3
 QuasiGeometric Series
 Quasirandom
 Quotes
 QWAFAFEW
 Representing Numbers
 Seeking Alpha
 Space Travel
 Spreadsheet Tips
 Talks
 TED Talks
 The Bond Buyer
 Thomas Herndon
 Treasury Debt
 Treasury Floaters
 Tsunami
 U.S. Treasury
 U.S. Treasury Debt
 UC Denver
 volunteerAKITA
 Weighted Average Life
 Weighted Average LTV
 Weighted Average Maturity
Blogroll
Consultants
Father/Daughter Math Adventures
LinkedIn
Recommended Music
Tumblr
Meta
Category Archives: Fun
Quarter the Cross: An Elegant Construction
Last month, I presented an infinite pattern of nested crosses as a response to the #QuarterTheCross challenge on Twitter. The idea is to find interesting ways to shade onequarter of the area of the cross built from five squares.Now David Butler, a math lecturer … Continue reading
Quarter the Cross
Yesterday, I noticed that some of the math teachers I follow on Twitter were challenging their students, and themselves, with the #quarterthecross problem. The problem is simply to find interesting regions of a fivesquare cross that take up exactly onequarter of … Continue reading
Spaghetti Puzzle #1
About a month ago, math educator Marilyn Burns tweeted this puzzle: Here's a problem I've thought about for a long time. Not making progress, but I'm still fascinated. Help? pic.twitter.com/r6iagNUn76 — Marilyn Burns (@mburnsmath) December 6, 2015 Spoiler Alert: … Continue reading
Posted in Fun, Puzzles
Tagged Calculus, Ivan Moscovich, Probability, Spaghetti Puzzle, Walking Stick Puzzle
6 Comments
A Mathematical Family Tree
I am delighted by what I just learned about my mathematical family tree. It started with this tweet by scientist and writer Paul Halpern: More than 120,000 mathematicians can trace their scholarly heritage back to Byzantine thinker Manuel Bryennios: http://t.co/ejlzX2AO3K … Continue reading
Posted in Fun, Math
Tagged H.S.M. Coxeter, Mathematics Genealogy Project, Nicolo Tartaglia, Roger Penrose, William Shaw
Leave a comment
Puzzle #9 (Followup): Melting Fractals
The song “Let it Go” from the movie Frozen celebrates “frozen fractals.” I suppose a frozen fractal is something like the Koch snowflake. Lately, though, one of my puzzles has made me more interested in melting fractals. The challenge of Puzzle … Continue reading
Posted in Fun, Graphic Presentation, Math, Puzzles, Visualization
Tagged Big Data, Fractals, Latin Hypercube Sampling, Latin Squares, MATLAB, Sierpinski Tetrahedron
2 Comments
Puzzle #7 (Followup): Treasury Island, Part 1
In Puzzle #7: The Mysterious Islands, I told the story of two islands where each individual’s remaining lifespan can be perfectly predicted. The lifespans on Uniformia are evenly distributed, and their average remaining life expectancy will gradually decline over time. … Continue reading
Posted in Bonds, Fun, Math, Puzzles
Tagged Life Expectancy, Puzzle, Weighted Average Life
Leave a comment