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 Quarter the Cross: An Elegant Construction
 Quarter the Cross
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Category Archives: Math
September in Paris
In a previous post, I described a paper on sovereign debt by Mattia Landoni (Cox School of Business – Southern Methodist University), Christopher Cameron (US Treasury), and me. Our paper gives a simple way to relate debt management policies and … Continue reading
Posted in Bonds, Economics, Math
Tagged OECD, Public Debt Management, U.S. Treasury Debt
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Bond Talk on May 23
If you’re in Denver on May 23 and you’re interested in the bond market, join us for a QWAFAFEW* talk: Predicting the Supply of LongTerm Bonds. The talk will be based on a new paper by Mattia Landoni, Chris Cameron, … Continue reading
Posted in Bonds, Economics, Math
Tagged Debt Management, Economics, Federal Reserve, QWAFAFEW, US Treasury
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New Paper on Bond Portfolio Dynamics
Mattia Landoni (SMU Cox School of Business) and I recently completed a paper on bond portfolio dynamics (now under review at an academic journal). We offer a new theory on the evolution of the maturity structures for rolling bond … Continue reading
Posted in Bonds, Economics, Math, Optimization
Tagged Bonds, Debt Management, National Debt, U.S. Treasury Debt
2 Comments
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
Happy 5 2 0 1!
Last year, in Happy 0 0 1 0 0 1 0 0 0 0 1!, I discussed an interesting way to represent numbers based on their prime factorization. For example, 63 is represented by 0 2 0 1 because 63 = 20 … Continue reading
Fast Formulas #6: Finding the Time
The Fast Formulas on this blog provide shortcut calculations for financial instruments such as mortgages and bonds. Most formulas involve the symbol n to represent the number of periods (e.g. years or months) until the end of the instrument. Usually … Continue reading
Posted in Bonds, Fast Formulas, Math
Tagged Bond Math, Fast Formulas, Math, Mortgage Math, Time Value of Money
2 Comments