Mar
22
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abiao: PhD candidate in finance, UK (2009 ~ present)
MSc in quantitative finance, Switzerland (2007 ~ 2008)
Quant researcher, UK, (2008~2009)
Quant analyst, China, (2004~2007)
Skills: Matlab, VBA, S+/R, C++
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University space: Nottingham
bo: MSc in computational finance, China
Researcher, China
Skills: VBA, Eview
Please leave message here, or write to abiao @ mathfinance.cn (remove space) for any issue regarding suggestion, cooperation, ad on this blog, complaint, sharing quant code related site, project outsourcing, internship, part-time job, freelance, etc., thank you.
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About MathFinance.cn: Blog on Quantitative finance code, methods in math finance focusing on derivative pricing, quantitative trading and quantitative risk management. Several features:
1, one of the few mainly quant oriented blogs;
2, received on average 30,000+ unique visitors and 50,000+ pageviews per month;
3, visitors are mostly from US, UK, Canada, France, and Germany.
As of 24/04/2010, MathFinance.cn is:
#5 site in 'Quantitative Finance' *
#7 site in 'Quant' *
#5 site in "Math Finance" **
#9 site in "Quant Jobs" **
*by xmarks.com, **by Google.com
Unclear about this post? Asking questions and receiving answers.
MSc in quantitative finance, Switzerland (2007 ~ 2008)
Quant researcher, UK, (2008~2009)
Quant analyst, China, (2004~2007)
Skills: Matlab, VBA, S+/R, C++
Add me as your friend:
Twitter: http://www.twitter.com/a_biao
Stumbleupon: https://www.stumbleupon.com/stumbler/biao/
LinkedIn: http://uk.linkedin.com/in/abiao
Google Plus: https://plus.google.com/115285921999509737652/
University space: Nottingham
bo: MSc in computational finance, China
Researcher, China
Skills: VBA, Eview
Please leave message here, or write to abiao @ mathfinance.cn (remove space) for any issue regarding suggestion, cooperation, ad on this blog, complaint, sharing quant code related site, project outsourcing, internship, part-time job, freelance, etc., thank you.
Should you are interested into posting your articles on mathfinance.cn, please read our paid contributor and guest post policies.
About MathFinance.cn: Blog on Quantitative finance code, methods in math finance focusing on derivative pricing, quantitative trading and quantitative risk management. Several features:
1, one of the few mainly quant oriented blogs;
2, received on average 30,000+ unique visitors and 50,000+ pageviews per month;
3, visitors are mostly from US, UK, Canada, France, and Germany.
As of 24/04/2010, MathFinance.cn is:
#5 site in 'Quantitative Finance' *
#7 site in 'Quant' *
#5 site in "Math Finance" **
#9 site in "Quant Jobs" **
*by xmarks.com, **by Google.com
Unclear about this post? Asking questions and receiving answers.
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Neil
Can anybody help?
Holger
thanks abiao, I found ols code at http://www.quantfinancejobs.org/modules/mydownloads/singlefile.php?cid=9&lid=524
that will do nice
Do you know any where I can post to get help on steps 5 6 7 on how to construct PC garch, I have excel garch and PCA, I dont know the steps 5 6 7, if I got upto step 5, do you know any forums that would help on the rest?
This is to let you know that right now I have seen your site & I must say it is really very informative & related to my topic also “finance”.
I am a finance webmaster & do have some good quality finance sites & blogs with high traffic & PR. And I love to do healthy content, banner, widget & article link exchange. Because as per my experience I believe through this you will get the high traffic & PR in front of Google.
If you are interested with my proposal please feel free to mail me with your finance sites & blogs urls. Apart from this you can come to gtalk for free chating….
My mail id….
nancysix00(at)gmail(dot)com
In return I do have some very attractive offers for you. And I will send mine through a following mail.
Waiting for your quick positive reply.
Cheers,
Nancy.
can you please let me know the vba project password for crmtx.xls file. I am doing a similar project for my MBA and hence wish to model the same... Thanks...my mail address is [email protected]
I'm trying to use the Matlab code for the nearest correlation matrix, however I can't get the mex file to work (eig_mex.c). When I try to compile this mex file with Matlab R2009a it gives me a list of errors and says that the compilation failed.
I don't have much experience with mex files, so perhaps I'm doing something wrong. I'm trying to compile it using the code "mex eig_mex.c".
Thanks for sharing your code and on any help you can give me in trying to get it to work.
Luis
http://www.mathfinance.cn/category/vba/1/3/
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"[Unknown 2008/10/08 20:36 | by abiao ]
VBA code to calculate various distribution functions, for instance, Binomial Distribution , Negative Binomial Distribution , Geometric Distribution, Poisson Distribution, Hypergeometric Distribution , Negative Hypergeometric Distribution, Normal Distribution , exponential Distribution , Chi-squared Distribution , Gamma Distribution, Student's t-Distribution , F Distribution , Beta Distribution
Codes and explanation can be found at http://members.aol.com/iandjmsmith/iansNApage.htm "
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- Problem is that the link you provide (http://members.aol.com/iandjmsmith/iansNApage.htm) and the whole service is not functioning any more, do you happen to have a downloaded copy of the vba-package for yourself,
Matti