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 Quarter the Cross
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 Fast Formulas #1: Average Life of Mortgage (as Scheduled)
 Puzzle #2: Weighted Average LTV
 Fast Formulas #3: Pool Average Life with CPR Prepayments
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 The National Debt is Closer than it May Appear
 Puzzle #2: Answers to Followup Questions
 Fast Formulas #5: QuasiGeometric Series (The Other Trick)
 Good Fences Make Good Spreadsheets, Part 1
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 Fast Formulas #4: Geometric Series (One of the Tricks)
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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