
Copyright 20112019. All Rights Reserved.
Twitter Updates
 A #LeapYear puzzle welltemperedspreadsheet.wordpress.com/2012/01/27/puz… 3 weeks ago
 Join us at QWAFAFEW Denver on March 5th for our firstever presentation on Environmental, Social and Governance (ES… twitter.com/i/web/status/1… 1 month ago
 So much fun at the #JMM2020 Mathematical Art Show with my daughter today. Had to take a pic inside the polyhedral k… twitter.com/i/web/status/1… 2 months ago
 My daughter’s entry in the Great Gingerbread Math Off sponsored by @mathforge #GGMO2019. Stellated dodecahedron… twitter.com/i/web/status/1… 2 months ago

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
 Good Fences Make Good Spreadsheets, Part 1
 Fast Formulas #1: Average Life of Mortgage (as Scheduled)
 Puzzle #2: Weighted Average LTV
 Puzzle #1: Epilogue
 Fast Formulas #2: Average Life of Mortgage (Amortizing with Balloon)
 Fast Formulas #3: Pool Average Life with CPR Prepayments
 Fast Formulas #3: The Spreadsheet
 Puzzle #9: Island of Games
 Puzzle #9 (Followup): Melting Fractals
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: Puzzles
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
Puzzle #11: The Answer (PiFingered Aliens)
I posted Puzzle #11 on Pi Day (3/14/15 in the U.S.). I noted that the sequence of numbers in 3.14159… reflects not just π, but also ten, the base we use for our numbers. The question was: What is 30.12120111…? After no … Continue reading
Puzzle #11: A Pi Day Problem
I thought of this Pi Day puzzle yesterday* while getting a haircut. I was thinking about this video by Vi Hart: Many people think that π is special because of its infinite digits. Hart disagrees. Most numbers are irrational like π, … Continue reading
Puzzle #10: The Answer
The challenge posed by Puzzle #10: Erratic Bond Pricing? was to guess what might be the cause of apparently wild swings in market yields for some municipal bonds with the same issuer and maturity: Besides this blog, I shared the … Continue reading
Posted in Bonds, Puzzles
Tagged Bond Puzzle, Municipal Bonds, Municipal Finance Conference, Puzzle
Leave a comment
Puzzle #10: A Hint
Puzzle #10: Erratic Bond Pricing? asks you what might explain some apparently erratic swings in yields for certain sporadically traded municipal bonds. I stated that the bonds share the same issuer and maturity date. The puzzle is a bit sneaky, so … Continue reading
Posted in Bonds, Puzzles
Tagged Bond Puzzle, Municipal Bonds, Municipal Finance Conference, Puzzle
8 Comments
Puzzle #10: Erratic Bond Pricing?
At last week’s Municipal Finance Conference in Boston, I made a brief presentation in response to a paper1 that described a new approach to deriving yield curves from municipal bond trade data. The authors have applied neural network techniques to the … Continue reading
Posted in Bonds, Puzzles
Tagged Bond Puzzle, Municipal Bonds, Municipal Finance Conference, Puzzle
15 Comments
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