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
거의 7년 전 | 다운로드 수: 3 |
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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...
대략 10년 전 | 답변 수: 1 | 0
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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...
대략 10년 전 | 답변 수: 3 | 0
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답변Problem 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...
10년 초과 전 | 0
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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 <...
거의 11년 전 | 답변 수: 1 | 1
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답변Connecting to Teradata Database
I needed to add tdgssconfig.jar to classpath too.
거의 11년 전 | 0
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Connecting to Teradata Database
Hi all For anyone with experience connecting to Teradata Database and/or in-the-know about java database connectivity, would ...
거의 11년 전 | 답변 수: 2 | 0
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답변Print Latex/Greek-Chars to Commandline
Mathworks support: Thank you for contacting Mathworks. The feature of typing Greek letter from MATLAB command line is not ...
11년 초과 전 | 3
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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...
11년 초과 전 | 답변 수: 2 | 2
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답변제출됨
Merton Jump Diffusion Option Price (Matrixwise)
Calculates Merton's 1976 Jump Diffusion Model by Closed Form Matrixwise Calculation for Full Surface
11년 초과 전 | 다운로드 수: 3 |
문제를 풀었습니다
Determine if input is odd
Given the input n, return true if n is odd or false if n is even.
11년 초과 전
문제를 풀었습니다
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...
11년 초과 전
문제를 풀었습니다
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...
11년 초과 전
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Merton Structural Credit Model (Matrixwise Solver)
Matrixwise Calculation Firm Asset Value, Volatility, Debt Value, Spread, Default Prob, Exp-Recovery
11년 초과 전 | 다운로드 수: 2 |
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...
11년 초과 전 | 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...
11년 초과 전 | 1
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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...
11년 초과 전 | 0
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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...
11년 초과 전 | 답변 수: 3 | 1
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답변Matlab 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...
11년 초과 전 | 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 ...
11년 초과 전 | 0
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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...
11년 초과 전 | 0
Logical vector based on matrix rows
Please Press "accept" if this answers your question %% YOUR EXAMPLE A = [... -2 1 2; 1 2...
11년 초과 전 | 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...
11년 초과 전 | 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, ...
거의 12년 전 | 1
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how to use load function??
do you really want to use load with text files? myfile = load([fileName,'.',fileExtension]); % load is for workspaces reall...
거의 12년 전 | 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(...
거의 12년 전 | 0
mvtcdfqmc error when mvncdf used within fsolve
Got it < http://www.mathworks.com/matlabcentral/answers/7549>
거의 12년 전 | 0
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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]...
거의 12년 전 | 답변 수: 2 | 0
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답변질문
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...
거의 12년 전 | 답변 수: 1 | 0