12 posts tagged with finance *and* math. (View popular tags)

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I'm trying to compare the compounded losses due to inflation to non-compounded profits. E.g. if inflation makes me lose 3% of an investment each year, what % would I need to profit each year in order to exactly keep up? This is tricky because the profit is not compounded the way inflation is. I'm not looking for an answer to this specific question, but rather, looking for a tool or method to do this kind of math. [more inside]

posted by brenton on Aug 21, 2014 - 12 answers

posted by brenton on Aug 21, 2014 - 12 answers

Need formula for APR with long/short odd days. [more inside]

posted by joshuamcginnis on May 23, 2012 - 2 answers

posted by joshuamcginnis on May 23, 2012 - 2 answers

Any recommendations for a good graduate level text book for an introduction to mathematical finance course? [more inside]

posted by jeffburdges on Mar 8, 2011 - 1 answer

posted by jeffburdges on Mar 8, 2011 - 1 answer

I'm a pure mathematician with a Ph.D. and I'm currently a visiting professor at a large state university. However, I'm looking to switch gears and get into the quantitative finance field. The problem is that I don't know anything at all about finance. I know that there are companies such as D. E. Shaw that hire mathematicians that don't have financial experience; what other companies should I look at? Is there any general advice you'd give someone in my position? Also, I have my Ph.D. from a well-regarded state school, but I'm not an Ivy-leaguer; does that put me at a disadvantage?

posted by Frobenius Twist on Nov 29, 2010 - 6 answers

posted by Frobenius Twist on Nov 29, 2010 - 6 answers

Math nerds, help! I need to figure out what's the better option for acquiring a car using borrowed money. [more inside]

posted by greatgefilte on Jun 22, 2010 - 10 answers

posted by greatgefilte on Jun 22, 2010 - 10 answers

1.35 APY vs 1.25 APY + 10% quarterly bonus on interest earned. Help me understand which is better. [more inside]

posted by danny the boy on Apr 2, 2010 - 6 answers

posted by danny the boy on Apr 2, 2010 - 6 answers

Not Homework Filter! Paypal Filter: Paypal charges me 2.9% plus $0.30 for every transaction. Someone needs to pay me X. What is the formula to determine how much they need to send with paypal so I get X and not X - (X * 0.029) - 0.30? [more inside]

posted by arniec on Oct 2, 2009 - 16 answers

posted by arniec on Oct 2, 2009 - 16 answers

As a former scientist, help me gain some faith in economics. What were the great successes of economics as a tool for making better decisions in the last 100 years? [more inside]

posted by zaebiz on Jun 23, 2009 - 20 answers

posted by zaebiz on Jun 23, 2009 - 20 answers

I have four mutual funds in my IRA account - a Total Market index fund, a Small-cap index fund, an International stock index fund, and a Bond index fund, and I'm trying to figure out how to allocate my assets between them.
I've read a little bit about "Modern Portfolio Theory" and the "Efficient Frontier", but I'm struggling to understand some of the math.
So, is there a simple way I can test whether a particular allocation is on the efficient frontier? Or, see all the possible allocations on the efficient frontier and choose between them? How do I figure this out?
Ideally, I'd love to see a simple enough formula that, given the mean and standard deviation (and maybe correlation matrix), of my four funds, would tell me what allocation is on the efficient frontier. Or, some type of online tool, or an Excel spreadsheet or something. [more inside]

posted by stuehler on Feb 17, 2009 - 10 answers

posted by stuehler on Feb 17, 2009 - 10 answers

Is it possible to estimate the standard deviation of an investment's return after "y" years, if you know the investment's mean annual return and standard deviation? [more inside]

posted by stuehler on Mar 25, 2008 - 14 answers

posted by stuehler on Mar 25, 2008 - 14 answers

Question about semi-sophisticated statistics and financial modeling - lets say you have N asset classes - each class has a mean rate of return and a standard deviation of returns. Also, assume you hold a portfolio comprised entirely of these N asset-classes, in certain proportions. How do you determine the probability that the portfolio might produce the a certain rate of return over P periods?

posted by stuehler on Mar 2, 2006 - 9 answers

posted by stuehler on Mar 2, 2006 - 9 answers

Does anyone here do any programming for financial modeling? (more inside) [more inside]

posted by trharlan on Dec 19, 2003 - 5 answers

posted by trharlan on Dec 19, 2003 - 5 answers

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