Recent content by drowsy

Read Eckel Thinking in C++ vol. 2, Sutter, Joshi's book is good too, read Meyers books, they are thin and you can read them quickly. These are all very good books.

Questions that I got for an entry level position: 1) Explain how a forward contract is priced 2) How does the volatility affect an option price? Can the derivative be negative? Give an example. Explain different options, which one is more/less expensive, explain geom. BM, Black-Scholes, all...

Then you should re-word your solution. Think about it this way: Take a random kid "1". If he has only one grandpa, then everybody is connected to him via that gradpa => solved. Hence he(and all other kids) have two grandpas. "1" has 2 grandpas, call them A and B. Everybody else has A or B as...

Sure, prove by contradiction. Well, that's wrong. It should be "who is connected to at most 12 cousins". Anyway, the question is trivial: first you assume there exits two grandpas A and B that have a grand kid in common, then you argue that there could be at most one extra grandpa...

Deutsche bank trading floor position questions(I wanna be asked something like this, they are so simple): 1.A subway station. There are trains going in each direction. For each direction there is a train every 3 min. Stops are fast, say 1 sec. One direction is to work, the other one is...

Sure, I have it, but it is 60 pages shorter ;)

Hi, would somebody be so kind to send me a copy of the guide to vladimir.zhuravlev@utoronto.ca? I sent my CV to Dominik, but did not get the guide... Thank you ;)

quantyst: yep, we tried this method too.

Closed form is then you get (x_n=f(n)).

kevin, your 0.999... question was trivial. I wrote something just b/c I got a new idea (of taking out 9) :D Here is a cute puzzle(I know several solutions): Consider a 3x3x3 cube of 27 1x1x1 cubes glued together. You are allowed to make straight cuts and place pieces close to each other so...

Well, I know several proofs, but just now I got this idea, completely elementary: 0.999... = 9 * 0.111... = 9 * (1/9) = 1. The identity 1/9=0.1111 can be proven easily using, for example, long division. Normally I just solve the questions in this topic in the order of their appearance(when I...

Well, since you saw my post it would be more productive if you tried to find a mistake in my solution, your solution, or did something else. Like write a quick Monte Carlo check to see what the answer is approximately. Good luck!

Agreed, this one is hard. I tried many methods too. It looks like the answer(if it exists, which I doubt) is really ugly.

The best way to solve it is as follows: For n=1 this is of course possible. If n=2(or any other even number) the product of all numbers is negative. When you flip all numbers in a column you effectively multiply by (-1)^n=1, hence the product is always negative => the answer is no. For...

Here is a nice and simple question: There is a nxn square board, each square contains "-1", except that in one corner there is a "+1". On each turn you pick a row or a column and flip all signs in it. Is it possible to make all numbers +1?