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Search: Posts Made By: serac
Forum: Psychology and Money Management October 26th, 2012, 03:37 PM
Replies: 147
Sticky: Risk of Ruin
Views: 97,672
Posted By serac
Well, then. Here you go. :becky: The PDF has...

Well, then. Here you go. :becky:

The PDF has my (fairly roough) derivation in Mathematica.

The txt file has the Mathematica output in C. A few minutes of massaging will make it work in C# (I...
Forum: Psychology and Money Management October 26th, 2012, 11:57 AM
Replies: 147
Sticky: Risk of Ruin
Views: 97,672
Posted By serac
Accounting for Variance is Scary

Agreed. Introducing the influence of the variances is conceptually not difficult. I suppose there are several ways do do it.

If I take the PDF document above, and substitute the equations, I get...
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