May
24
Often we have to generate reports to our boss, colleagues, and clients, etc. Generally those reports include Matlab source codes, maths equations, and possibly graphs. How do you generate your reports? writing down your equations in Word, running your matlab codes, copying and pasting the results?
It is all right to do like that, but the whole process becomes extremely simple with the cell mode in Matlab, it generates report automatically for us, any change you make regarding description, codes and results will be updated by clicking a simple button: Publish to HTML.
The following steps outline the procedure,
It is all right to do like that, but the whole process becomes extremely simple with the cell mode in Matlab, it generates report automatically for us, any change you make regarding description, codes and results will be updated by clicking a simple button: Publish to HTML.
The following steps outline the procedure,
May
22
I have been doing an internship in London since last week and haven't got enough time to write new posts, sorry for that. So I plan to write a few posts to summarize the old Matlab functions I personally like a lot. The one for today is Matlab comment stripping.
Needless to say, comment is crucial for programming, it helps ourselves to debug our thoughts and other colleagues to understand the codes efficiently, which is especially indispensable as each programmer has his own coding style. However, under certain circumstances we may have to remove those comments, for instance, for the sake of confidential, etc. How do you do that then? delete the comments line by line? it is OK for a small file, but generally we may end up with a file with dozens, if not hundreds, lines of comments, what's worse is those comments intersect and we have to be carefully to find them out.
Needless to say, comment is crucial for programming, it helps ourselves to debug our thoughts and other colleagues to understand the codes efficiently, which is especially indispensable as each programmer has his own coding style. However, under certain circumstances we may have to remove those comments, for instance, for the sake of confidential, etc. How do you do that then? delete the comments line by line? it is OK for a small file, but generally we may end up with a file with dozens, if not hundreds, lines of comments, what's worse is those comments intersect and we have to be carefully to find them out.
May
21
A guest post of Bo.
People have a great amount of concern for money, and finding means to get money quickly becomes almost a necessity. It is this need for quick cash and no work that leads people to be drawn into great, sometimes historical financial scams. One great example would be the use of historical Bonds.
You see, back ‘in the day’, there were a number of gold bonds issued for a variety of reasons. A way for the government to obtain money with the promise to return it with interest. These bonds were payable in gold, and after a certain maturity point could be cashed in. The problem is that after a particular date they became useless. Nothing more than a piece of history waiting to be preserved in a museum.
People have a great amount of concern for money, and finding means to get money quickly becomes almost a necessity. It is this need for quick cash and no work that leads people to be drawn into great, sometimes historical financial scams. One great example would be the use of historical Bonds.
You see, back ‘in the day’, there were a number of gold bonds issued for a variety of reasons. A way for the government to obtain money with the promise to return it with interest. These bonds were payable in gold, and after a certain maturity point could be cashed in. The problem is that after a particular date they became useless. Nothing more than a piece of history waiting to be preserved in a museum.
May
16
A guest post of Kang Wang.
The VarCalc Pty Ltd Australia is a specialist in financial modelling & their numerical methods, actuarial mathematics, web tool development and Adobe Flash media design. On the web site http://www.varcalc.com.au, it provides a series of innovative and comprehensive financial calculators for both Australian and international investors. These online tools cover many aspects of finance and investment like home loan & mortgage, savings, personal finance, bond and financial derivatives. The VarCalc will launch new calculators regularly.
The VarCalc Pty Ltd Australia is a specialist in financial modelling & their numerical methods, actuarial mathematics, web tool development and Adobe Flash media design. On the web site http://www.varcalc.com.au, it provides a series of innovative and comprehensive financial calculators for both Australian and international investors. These online tools cover many aspects of finance and investment like home loan & mortgage, savings, personal finance, bond and financial derivatives. The VarCalc will launch new calculators regularly.
May
13
A guest post by Sidharth Mallik.
The lognormal distribution is used extensively as an approxmiation to the price of a financial asset after time t given a known price at t=0. However there is very little known about the lognormal distribution and the resources are even more limited. I tried finding books about the lognormal distribution and came up with the following 2 (only 2) :
1. Aitchison J and Brown JAC, 1957. The lognormal distribution, Cambridge University Press, Cambridge UK.
2. Crow EL and Shimizu K Eds, 1988. Lognormal Distributions: Theory and Application, Dekker, New York.
among all the books on statistics and millions of resources on normal distribution the exponential counterpart only has two genuine reference books.
However my job is to give you some light in the matter. Lets start with the basic properties of the lognormal distribution :
parameters: sigma^2 > 0 — squared scale (real),
mu an element of R — location
support: x =(0, +Inf)
The lognormal distribution is used extensively as an approxmiation to the price of a financial asset after time t given a known price at t=0. However there is very little known about the lognormal distribution and the resources are even more limited. I tried finding books about the lognormal distribution and came up with the following 2 (only 2) :
1. Aitchison J and Brown JAC, 1957. The lognormal distribution, Cambridge University Press, Cambridge UK.
2. Crow EL and Shimizu K Eds, 1988. Lognormal Distributions: Theory and Application, Dekker, New York.
among all the books on statistics and millions of resources on normal distribution the exponential counterpart only has two genuine reference books.
However my job is to give you some light in the matter. Lets start with the basic properties of the lognormal distribution :
parameters: sigma^2 > 0 — squared scale (real),
mu an element of R — location
support: x =(0, +Inf)
Quantitative Finance Collector is simply a record of my financial engineering learning journey as a master in quantitative finance, a PhD candidate in finance and a Quantitative researcher, with most of the entries written at school. 
