http://www.linkedin.com/pub/mark-whirdy/6/a51/159

Professional Interests: Credit & Equity Quantitative Finance

Submitted

calcBSImpVol(cp,P,S,K,T,r,q)

Calculates Black-Scholes Implied Volatility for Full Surface at High Speed

1 year ago | 8 downloads |

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...

5 years ago | 1 answer | 0

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...

5 years ago | 3 answers | 0

Answered

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...

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...

5 years ago | 0

| accepted

Question

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 <...

5 years ago | 1 answer | 1

Answered

Connecting to Teradata Database

I needed to add tdgssconfig.jar to classpath too.

Connecting to Teradata Database

I needed to add tdgssconfig.jar to classpath too.

5 years ago | 0

| accepted

Question

Connecting to Teradata Database

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

5 years ago | 2 answers | 0

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...

6 years ago | 2 answers | 2

Answered

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 ...

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 ...

6 years ago | 2

| accepted

Submitted

Merton Jump Diffusion Option Price (Matrixwise)

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

6 years ago | 4 downloads |

Solved

Determine if input is odd

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

6 years ago

Solved

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...

6 years ago

Solved

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...

6 years ago

Submitted

Merton Structural Credit Model (Matrixwise Solver)

Matrixwise Calculation Firm Asset Value, Volatility, Debt Value, Spread, Default Prob, Exp-Recovery

6 years ago | 2 downloads |

Answered

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...

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...

6 years ago | 0

Answered

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...

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...

6 years ago | 1

| accepted

Answered

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...

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...

6 years ago | 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...

6 years ago | 3 answers | 1

Answered

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...

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...

6 years ago | 0

Answered

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 ...

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 ...

6 years ago | 0

| accepted

Answered

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...

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...

6 years ago | 0

Answered

Logical vector based on matrix rows

Please Press "accept" if this answers your question %% YOUR EXAMPLE A = [... -2 1 2; 1 2...

Logical vector based on matrix rows

Please Press "accept" if this answers your question %% YOUR EXAMPLE A = [... -2 1 2; 1 2...

6 years ago | 1

Answered

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...

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...

6 years ago | 0

Answered

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, ...

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, ...

6 years ago | 1

| accepted

Answered

how to use load function??

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

how to use load function??

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

6 years ago | 0

Answered

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(...

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(...

6 years ago | 0

Answered

mvtcdfqmc error when mvncdf used within fsolve

Got it < http://www.mathworks.com/matlabcentral/answers/7549>

mvtcdfqmc error when mvncdf used within fsolve

Got it < http://www.mathworks.com/matlabcentral/answers/7549>

6 years ago | 0

| accepted

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]...

6 years ago | 2 answers | 0

Answered

voice to text conversion

<http://www.mathworks.com/matlabcentral/answers/32864>

voice to text conversion

<http://www.mathworks.com/matlabcentral/answers/32864>

7 years ago | 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...

7 years ago | 1 answer | 0