
Copyright 20112019. All Rights Reserved.
Twitter Updates
Error: Twitter did not respond. Please wait a few minutes and refresh this page.

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
 Fast Formulas #1: Average Life of Mortgage (as Scheduled)
 Fast Formulas #3: Pool Average Life with CPR Prepayments
 Fast Formulas #2: Average Life of Mortgage (Amortizing with Balloon)
 Fast Formulas #3: The Spreadsheet
 Generating Sitemap Links with Excel
 Puzzle #2: Weighted Average LTV
 Fast Formulas #4: Geometric Series (One of the Tricks)
 Good Fences Make Good Spreadsheets, Part 1
 Good Fences Make Good Spreadsheets, Part 3
 Quasirandom Christmas Trees
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: MATLAB
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
Quasirandom Christmas Trees: at the Movies
In Quasirandom Christmas Trees, I applied quasirandom numbers to the decoration of Christmas trees. Quasirandom patterns can be used to arrange ornaments without bunching them together or leaving large blank spaces (problems that typical random numbers can cause). You don’t … Continue reading
Posted in Fun, Math
Tagged Christmas Trees, Halton Sequence, Math Video, MATLAB, Quasirandom
3 Comments
Quasirandom Christmas Trees
When I studied mathematical finance at Oxford, one of the classes introduced me to a topic that still fascinates me: quasirandom numbers. Quasirandom numbers differ from the betterknown pseudorandom numbers, and not just because of the hyphen. “Quasi” means “almost” while “pseudo” … Continue reading
Posted in Fun, Math
Tagged Christmas Trees, Halton Sequence, Mathematical Art, MATLAB, Monte Carlo, Pseudorandom, Quasirandom
6 Comments
The Name of the Blog
I’ve been asked about the name of this blog. Why “The WellTempered Spreadsheet?” The name alludes to Bach’s WellTempered Clavier, which illustrated the versatility of a newer tuning system with keyboard pieces in all major and minor keys. It is … Continue reading
Posted in General
Tagged Financial Models, Jack Treynor, Johann Sebastian Bach, MATLAB