
Copyright 20112019. All Rights Reserved.
Twitter Updates
 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… 1 week ago
 My daughter’s entry in the Great Gingerbread Math Off sponsored by @mathforge #GGMO2019. Stellated dodecahedron… twitter.com/i/web/status/1… 4 weeks ago
 Also tagging @GiftedTawk and all #STEMbakers. Let's see some creative gingerbread math! 1 month ago
 RT @SmithWinthrop: It's time again for quasirandom Christmas Trees bit.ly/1aAa58K 1 month 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
 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
Tag Archives: Geometric Series
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
Fast Formulas #1 (Followup): New Insight into an Old Formula
Ugarte (Peter Lorre): You despise me, don’t you? Rick (Humphrey Bogart): If I gave you any thought I probably would. – Casablanca If you work in finance, I bet there is something you use all the time, but … Continue reading
Fast Formulas #3 (Followup): The Derivation
Fast Formulas #3: Pool Average Life with CPR Prepayments presented Formula 3.1., a compact formula for the weighted average life of a homogeneous loan pool assuming a constant prepayment rate. I wrote that the formula took a few pages and “a couple … Continue reading
Fast Formulas #5: QuasiGeometric Series (The Other Trick)
In Fast Formulas #3: Pool Average Life with CPR Prepayments, I described Formula 3.1., a compact formula for the average life of a prepaying loan pool, and I wrote that the formula had been found by using “a couple of … Continue reading
Posted in Fast Formulas, Math, Uncategorized
Tagged Duration, Fast Formulas, Geometric Series, QuasiGeometric Series, Weighted Average Life
2 Comments
Fast Formulas #4: Geometric Series (One of the Tricks)
In Fast Formulas #3: Pool Average Life with CPR Prepayments, I presented Formula 3.1, a shortcut calculation for the average life of a loan pool under a constant prepayment assumption. I mentioned that Formula 3.1 was derived by using “a … Continue reading
Posted in Fast Formulas, Math
Tagged David Hilbert, Fast Formulas, Geometric Series, Math, Matt Henderson
5 Comments
A Cool Math Blog
Matt Henderson of Cambridge (UK) has a terrific math blog that is full of very cool animations. Here is an example, showing that the infinite geometric series 1/4 + 1/16 + 1/64 + … adds to 1/3: His latest post … Continue reading
Posted in Fun, Graphic Presentation, Math
Tagged Chaos, Cool Graphs, Geometric Series, Matt Henderson
2 Comments