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Starting a series on quant finance. Here is a cool question I got in one of my interviews: Given a 100-sided die and you get paid the number you roll, with k re-rolls, how much would you pay to play that game? What about n-sided die? What if you had to pay X to re-roll?
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This week, we take a look at operators on the inner product space, investigating practically important linear maps such as self-adjoint, positive semidefinite and isometric operators, as well as techniques such as polar decomposition and singular value decomposition useful in…
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