Monthly Archives: July 2014

Quantitative Finance applications in R – 7: Constructing a Term Structure of Interest Rates Using R (part 2 of 2)

July 1, 2014
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Quantitative Finance applications in R – 7: Constructing a Term Structure of Interest Rates Using R (part 2 of 2)

by Daniel Hanson Recap and Introduction Last time in part 1 of this topic, we used the xts and lubridate packages to interpolate a zero rate for every date over the span of 30 years of market yield curve data. In this article, we will look at how we can implement the two essential functions of a term structure:...

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How To Approximate Pi With A Short Pencil And A Big Paper

July 1, 2014
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How To Approximate Pi With A Short Pencil And A Big Paper

Experiment, be curious: though interfering friends may frown, get furious at each attempt to hold you down (Tony Bennett, Experiment) Instructions: Take a pencil and measure it Take a piece of paper and draw parallel lines on it (you can use the pencil, of course); separation between lines should double the length of the pencil Toss the pencil

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