Rank: 3133 based on 16 downloads (last 30 days) and 4 files submitted
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Nabeel Azar

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Company/University
ITG, Inc.

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Files Posted by Nabeel View all
Updated   File Tags Downloads
(last 30 days)
Comments Rating
06 Feb 2006 Screenshot quadg Gaussian Quadrature code and quadrature framework Author: Nabeel Azar quadrature, gaussian, integration, legendre 4 0
  • 5.0
5.0 | 1 rating
29 Nov 2004 Screenshot Omega Computes the omega value of a portfolio. Author: Nabeel Azar risk, sharpe, analysis, portfolio, performance, alpha 3 4
  • 4.0
4.0 | 2 ratings
15 Nov 2002 Screenshot Check CUSIP Validates CUSIPs. Author: Nabeel Azar finance, modeling, analysis, cusip, validates, 8 digit 4 0
  • 3.0
3.0 | 1 rating
20 Dec 2001 Screenshot Varbase variable based matrix object Author: Nabeel Azar base, index, matrices, variable, zero 5 2
  • 2.0
2.0 | 2 ratings
Comments and Ratings on Nabeel's Files View all
Updated File Comment by Comments Rating
24 May 2013 Omega Computes the omega value of a portfolio. Author: Nabeel Azar Leslye

great job!!

07 Jul 2011 Omega Computes the omega value of a portfolio. Author: Nabeel Azar sup'com

nice job

01 Feb 2011 Varbase variable based matrix object Author: Nabeel Azar Ngai-Hang

It's interesting, and I would like to use it, but in my version of MATLAB 7.11.0 (R2010b) the example.m file crashes at M0*M1. I just don't feel confident enough to use it in my code where I need it to work reliably.

25 Jun 2010 Omega Computes the omega value of a portfolio. Author: Nabeel Azar Rahul

Thanks for this. Referring to the paper, Omega value at the return's mean is 1. This doesn't seem the answer with this code. Your help is appreciated.

09 Feb 2010 Varbase variable based matrix object Author: Nabeel Azar Kizhakkencherry

Hi,

Here is a code that I wrote

m = [1 2 3 4]
m = varbase(m,0)
m(2) =7
m(3) = m(1)+1

Now it executes well till the third line i.e. it displays
m = 1 2 7 4

But however it does not execute the 4th line (it gives the error)
The answer I require is

m = 1 2 7 2

How to make it work?
Thanks,
Viswanath

Top Tags Applied by Nabeel
analysis, finance, modeling, 8 digit, alpha
Files Tagged by Nabeel View all
Updated   File Tags Downloads
(last 30 days)
Comments Rating
06 Feb 2006 Screenshot quadg Gaussian Quadrature code and quadrature framework Author: Nabeel Azar quadrature, gaussian, integration, legendre 4 0
  • 5.0
5.0 | 1 rating
29 Nov 2004 Screenshot Omega Computes the omega value of a portfolio. Author: Nabeel Azar risk, sharpe, analysis, portfolio, performance, alpha 3 4
  • 4.0
4.0 | 2 ratings
15 Nov 2002 Screenshot Check CUSIP Validates CUSIPs. Author: Nabeel Azar finance, modeling, analysis, cusip, validates, 8 digit 4 0
  • 3.0
3.0 | 1 rating
20 Dec 2001 Screenshot Varbase variable based matrix object Author: Nabeel Azar base, index, matrices, variable, zero 5 2
  • 2.0
2.0 | 2 ratings

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