Category Archives: Math

September in Paris

Posted on October 3, 2019 by Win Smith

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 →

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Bond Talk on May 23

Posted on May 15, 2019 by Win Smith

‏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 Long-Term Bonds.  The talk will be based on a new paper by Mattia Landoni, Chris Cameron, … Continue reading →

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New Paper on Bond Portfolio Dynamics

Posted on January 18, 2019 by Win Smith

  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 →

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Quarter the Cross: An Elegant Construction

Posted on March 20, 2017 by Win Smith

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 one-quarter of the area of the cross built from five squares.Now David Butler, a math lecturer … Continue reading →

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Quarter the Cross

Posted on February 18, 2017 by Win Smith

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 five-square cross that take up exactly one-quarter of … Continue reading →

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Happy 5 2 0 1!

Posted on January 1, 2016 by Win Smith

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 →

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Fast Formulas #6: Finding the Time

Posted on June 30, 2015 by Win Smith

  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 →

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A Mathematical Family Tree

Posted on January 21, 2015 by Win Smith

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 →

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Happy 0 0 1 0 0 1 0 0 0 0 1!

Posted on January 1, 2015 by Win Smith

Most systems for representing numbers are a combination of the visible and invisible. In the familiar base-ten system, we represent numbers by linking visible digits to an invisible scaffold of powers of ten. For example, 534.08 implies the respective multiplication … Continue reading →

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Puzzle #9 (Follow-up): Melting Fractals

Posted on March 26, 2014 by Win Smith

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 →

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