Mark Whirdy
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http://www.linkedin.com/pub/mark-whirdy/6/a51/159 Professional Interests: Credit & Equity Quantitative Finance
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calcBSImpVol(cp,P,S,K,T,r,q)
Calculates Black-Scholes Implied Volatility for Full Surface at High Speed
circa 6 anni fa | 4 download |
Domanda
VertConcatenated Parsing of Respective Function Outputs
Hi all I need a little help with syntax here, trying to vertically concatenate the respective outputs [c,ceq] from functions fc...
oltre 9 anni fa | 1 risposta | 0
1
rispostaDomanda
Matrix Multiplication Along Pages of Multidimensional Matrix
What is the most efficient way of matrix-multiplying along a page (2d plane) of a multidimensional matrix. Speed is important he...
oltre 9 anni fa | 3 risposte | 0
3
risposteProblem with Autoregressive AR(3) Model. Take a look please
x is of size 1 so need to "declare" it first as zeros(1,1023); also it is trying to access z(1023) but z has only 1020 elements...
quasi 10 anni fa | 0
| accettato
Domanda
Parsing ⅛ and ⅓ Characters from actxserver Outlook Mail object Body and Converting to Floats
Hi all I am parsing Outlook mails in Matlab by actxserver and regexp. Some mails contain fraction characters as below <...
circa 10 anni fa | 1 risposta | 1
1
rispostaConnecting to Teradata Database
I needed to add tdgssconfig.jar to classpath too.
oltre 10 anni fa | 0
| accettato
Domanda
Connecting to Teradata Database
Hi all For anyone with experience connecting to Teradata Database and/or in-the-know about java database connectivity, would ...
oltre 10 anni fa | 2 risposte | 0
2
rispostePrint Latex/Greek-Chars to Commandline
Mathworks support: Thank you for contacting Mathworks. The feature of typing Greek letter from MATLAB command line is not ...
oltre 10 anni fa | 3
| accettato
Domanda
Print Latex/Greek-Chars to Commandline
Is it possible to fprintf a string to commandline which includes latex characters (I know its possible on figures etc). The b...
oltre 10 anni fa | 2 risposte | 2
2
risposteInviato
Merton Jump Diffusion Option Price (Matrixwise)
Calculates Merton's 1976 Jump Diffusion Model by Closed Form Matrixwise Calculation for Full Surface
quasi 11 anni fa | 5 download |
Risolto
Determine if input is odd
Given the input n, return true if n is odd or false if n is even.
quasi 11 anni fa
Risolto
Select every other element of a vector
Write a function which returns every other element of the vector passed in. That is, it returns the all odd-numbered elements, s...
quasi 11 anni fa
Risolto
Make the vector [1 2 3 4 5 6 7 8 9 10]
In MATLAB, you create a vector by enclosing the elements in square brackets like so: x = [1 2 3 4] Commas are optional, s...
quasi 11 anni fa
Inviato
Merton Structural Credit Model (Matrixwise Solver)
Matrixwise Calculation Firm Asset Value, Volatility, Debt Value, Spread, Default Prob, Exp-Recovery
quasi 11 anni fa | 1 download |
How to get a matrix from uitable
So the line below does not work (replacing "uitMyTableName" with whatever your table is called)? myCellArray = get(handles...
quasi 11 anni fa | 0
Adding data into existing excel sheet from matlab
It seems that variable "mydata" is of size [1x3] but the size of the range you elected is [1x1] (i.e. a single excel cell rather...
quasi 11 anni fa | 1
| accettato
Adding data into existing excel sheet from matlab
Hi Rekha Lots of similar questions on the Matlab Answers here if you search. Here's one of mine on using the activex serve...
quasi 11 anni fa | 0
Domanda
Sparse Matrix - More Efficient Assignment Operation
I have a large sparse matrix for which I am attempting to assign certain segments (simplified example as per below snippet) to s...
circa 11 anni fa | 3 risposte | 1
3
risposteMatlab and excel issues, active x server crash
PLEASE PRESS [ACCEPT] IF THIS SOLVES YOUR ISSUE, THANKS .... 1) ACTXSERVER For programmatic manipulation of an excel in...
circa 11 anni fa | 0
How to add several interfaces in one interface of MATLAB GUI
What is an "element", you mean a "uiobject" (uibutton, uitable etc?)? Happy to help, but you'll have to work on the question ...
circa 11 anni fa | 0
| accettato
Advice on a few bottlenecks in my code
(Almost-) Never use the find() function! I'd need to see the contents of the variables, but at first glance you can maybe jus...
circa 11 anni fa | 0
Logical vector based on matrix rows
Please Press "accept" if this answers your question %% YOUR EXAMPLE A = [... -2 1 2; 1 2...
circa 11 anni fa | 1
Computing summation in matlab
If Wayne is right and you're talking about limits to the summation, is it that you want to control these limits as parameters, o...
circa 11 anni fa | 0
Filter matrix rows based on value of function in Matlab
Shown below using an anonymous function for neatness, but the trick is just to make sure that your function (anonymous, nested, ...
circa 11 anni fa | 1
| accettato
how to use load function??
do you really want to use load with text files? myfile = load([fileName,'.',fileExtension]); % load is for workspaces reall...
circa 11 anni fa | 0
Incorrect display for special characters in the axis label
using your script I get "aÅ" on x-axis but you get "a?" ?? try the script below (even though its the same thing) xlabel(...
circa 11 anni fa | 0
mvtcdfqmc error when mvncdf used within fsolve
Got it < http://www.mathworks.com/matlabcentral/answers/7549>
circa 11 anni fa | 0
| accettato
Domanda
mvtcdfqmc error when mvncdf used within fsolve
Save the function below & call it a couple of times by E_t = 2000; sig_E = 0.5; K = [10*ones(5,1);1010]; T = [1:6]...
circa 11 anni fa | 2 risposte | 0
2
rispostevoice to text conversion
<http://www.mathworks.com/matlabcentral/answers/32864>
oltre 11 anni fa | 0
Domanda
Polynominal Fitting Constrained in 1 Coefficient
x = [0;7.8438;15.6493;23.4767;31.2822;39.0986;46.9123]; y = [1;0.8990;0.7102;0.5747;0.4717;0.3766;0.2956]; p = polyfit(x...
oltre 11 anni fa | 1 risposta | 0