Mark Whirdy

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Last seen: 10 mois il y a | Actif depuis 2012

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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

environ 6 ans il y a | 4 téléchargements |

Question

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...

plus de 9 ans il y a | 1 réponse | 0

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Question

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...

plus de 9 ans il y a | 3 réponses | 0

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A répondu
Problem 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...

presque 10 ans il y a | 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 <...

environ 10 ans il y a | 1 réponse | 1

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Connecting to Teradata Database
I needed to add tdgssconfig.jar to classpath too.

plus de 10 ans il y a | 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 ...

plus de 10 ans il y a | 2 réponses | 0

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Print Latex/Greek-Chars to Commandline
Mathworks support: Thank you for contacting Mathworks. The feature of typing Greek letter from MATLAB command line is not ...

plus de 10 ans il y a | 3

| A accepté

Question

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...

plus de 10 ans il y a | 2 réponses | 2

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A soumis

Merton Jump Diffusion Option Price (Matrixwise)
Calculates Merton's 1976 Jump Diffusion Model by Closed Form Matrixwise Calculation for Full Surface

presque 11 ans il y a | 5 téléchargements |

A résolu

Determine if input is odd
Given the input n, return true if n is odd or false if n is even.

presque 11 ans il y a

A résolu

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...

presque 11 ans il y a

A résolu

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...

presque 11 ans il y a

A soumis

Merton Structural Credit Model (Matrixwise Solver)
Matrixwise Calculation Firm Asset Value, Volatility, Debt Value, Spread, Default Prob, Exp-Recovery

presque 11 ans il y a | 1 téléchargement |

A répondu
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...

presque 11 ans il y a | 0

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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...

presque 11 ans il y a | 1

| A accepté

A répondu
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...

presque 11 ans il y a | 0

Question

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...

environ 11 ans il y a | 3 réponses | 1

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Matlab 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...

environ 11 ans il y a | 0

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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 ...

environ 11 ans il y a | 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...

environ 11 ans il y a | 0

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Logical vector based on matrix rows
Please Press "accept" if this answers your question %% YOUR EXAMPLE A = [... -2 1 2; 1 2...

environ 11 ans il y a | 1

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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...

environ 11 ans il y a | 0

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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, ...

environ 11 ans il y a | 1

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A répondu
how to use load function??
do you really want to use load with text files? myfile = load([fileName,'.',fileExtension]); % load is for workspaces reall...

environ 11 ans il y a | 0

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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(...

environ 11 ans il y a | 0

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mvtcdfqmc error when mvncdf used within fsolve
Got it < http://www.mathworks.com/matlabcentral/answers/7549>

environ 11 ans il y a | 0

| A accepté

Question

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]...

environ 11 ans il y a | 2 réponses | 0

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A répondu
voice to text conversion
<http://www.mathworks.com/matlabcentral/answers/32864>

plus de 11 ans il y a | 0

Question

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...

plus de 11 ans il y a | 1 réponse | 0

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