Mark Whirdy

Last seen: 2ヶ月前 | 2012 年からアクティブ

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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

7年弱前 | ダウンロード 3 件 |

質問

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...

約10年前 | 1 件の回答 | 0

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質問

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...

約10年前 | 3 件の回答 | 0

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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...

10年以上前 | 0

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質問

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 <...

11年弱前 | 1 件の回答 | 1

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

11年弱前 | 0

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質問

Connecting to Teradata Database
Hi all For anyone with experience connecting to Teradata Database and/or in-the-know about java database connectivity, would ...

11年弱前 | 2 件の回答 | 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 ...

11年以上前 | 3

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質問

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...

11年以上前 | 2 件の回答 | 2

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

11年以上前 | ダウンロード 3 件 |

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

11年以上前

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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...

11年以上前

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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...

11年以上前

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

11年以上前 | ダウンロード 2 件 |

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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...

11年以上前 | 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...

11年以上前 | 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...

11年以上前 | 0

質問

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...

11年以上前 | 3 件の回答 | 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...

12年弱前 | 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 ...

12年弱前 | 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...

12年弱前 | 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...

12年弱前 | 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...

12年弱前 | 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, ...

12年弱前 | 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...

12年弱前 | 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(...

12年弱前 | 0

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

12年弱前 | 0

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質問

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]...

12年弱前 | 2 件の回答 | 0

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

12年弱前 | 0

質問

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...

12年弱前 | 1 件の回答 | 0

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