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Hannes

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Comments and Ratings by Hannes View all
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23 Aug 2013 Merton Structural Credit Model (Matrixwise Solver) Matrixwise Calculation Firm Asset Value, Volatility, Debt Value, Spread, Default Prob, Exp-Recovery Author: Mark Whirdy

user-friendly and fast calculating implementation of the Merton model.
fast adaptable and convenient for sensitivty analysis

22 Aug 2013 MTIMESX - Fast Matrix Multiply with Multi-Dimensional Support Beats MATLAB 300% - 400% in some cases ... really! Author: James Tursa

Hi all,

I tried to locate compliers via mex -setup, but got the answer => No supported SDK or compiler was found on this computer.
I installed Microsoft Windows SDK 7.1 but still not able to work. Does somebody know the path and install directory or what the problem is?
thanks for help

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