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Mark Whirdy


independent

53 total contributions since 2012

http://www.linkedin.com/pub/mark-whirdy/6/a51/159
Professional Interests: Credit & Equity Quantitative Finance

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Contributions in
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Submitted


calcBSImpVol(cp,P,S,K,T,r,q)
Calculates Black-Scholes Implied Volatility for Full Surface at High Speed

ongeveer 3 jaar ago | 4 downloads |

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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...

meer dan 6 jaar ago | 1 answer | 0

1

answer

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...

meer dan 6 jaar ago | 3 answers | 0

3

answers

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...

meer dan 6 jaar 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 <...

ongeveer 7 jaar ago | 1 answer | 1

1

answer

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

ongeveer 7 jaar 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 ...

ongeveer 7 jaar ago | 2 answers | 0

2

answers

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...

meer dan 7 jaar ago | 2 answers | 2

2

answers

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 ...

meer dan 7 jaar 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

bijna 8 jaar ago | 5 downloads |

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Solved


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

bijna 8 jaar 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...

bijna 8 jaar 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...

bijna 8 jaar ago

Submitted


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

bijna 8 jaar ago | 1 download |

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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...

bijna 8 jaar 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...

bijna 8 jaar 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...

bijna 8 jaar 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...

bijna 8 jaar ago | 3 answers | 1

3

answers

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...

ongeveer 8 jaar 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 ...

ongeveer 8 jaar 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...

ongeveer 8 jaar 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...

ongeveer 8 jaar 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...

ongeveer 8 jaar 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, ...

ongeveer 8 jaar 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...

ongeveer 8 jaar 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(...

ongeveer 8 jaar ago | 0

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

ongeveer 8 jaar 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]...

ongeveer 8 jaar ago | 2 answers | 0

2

answers

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

ongeveer 8 jaar 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...

ongeveer 8 jaar ago | 1 answer | 0

1

answer

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