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Search found 14 matches

by JCF
July 16th, 2004, 6:35 am
Forum: Programming and Software Forum
Topic: PDF Problem- Transparent Colours
Replies: 1
Views: 181826

PDF Problem- Transparent Colours

I'm trying to created a pdf file of some diagrams containing transparent colours. For some reason any shape that is transparent does not appear in the pdf file.Any suggestions? I've aleady tried reducing the transparency.Thanks.
by JCF
July 16th, 2004, 6:31 am
Forum: Programming and Software Forum
Topic: Intraday quote query in Access
Replies: 3
Views: 183202

Intraday quote query in Access

Managed to sort it, but thanks for the offer monasteb.
by JCF
July 12th, 2004, 9:55 am
Forum: Programming and Software Forum
Topic: VB edit data
Replies: 13
Views: 183599

VB edit data

<t>Use .Edit, update the data then use .update. An example:rstTable is a recordset containing a table with two fields, Startdate and Enddate.rstTable.Edit'Change datarstTable!Startdate = #03/04/2004#rstTable!Enddate = #04/04/2004#rstTable.updaterstTable.closeNote: this example involves a table conta...
by JCF
July 8th, 2004, 11:48 am
Forum: Programming and Software Forum
Topic: Intraday quote query in Access
Replies: 3
Views: 183202

Intraday quote query in Access

<t>I'm having trouble creating a query in Access:I've got a table full of intraday best bid and offer quotes, with each record containing information on the contract, best bid or offer price, and time of insert. When the best price of a certain contract changes a new record is inserted with the new ...
by JCF
July 1st, 2004, 2:40 pm
Forum: Programming and Software Forum
Topic: Recordsets in VBA
Replies: 6
Views: 185907

Recordsets in VBA

jcambece, no offence taken- I know next to nothing about the DAO objects in VBA, but I'm learning and so constructive criticism is welcome.Could you please give me a piece of sample code regarding what you're suggesting because it isn't entirely clear to me.
by JCF
June 25th, 2004, 2:23 pm
Forum: Programming and Software Forum
Topic: Recordsets in VBA
Replies: 6
Views: 185907

Recordsets in VBA

Many thanks!
by JCF
June 25th, 2004, 1:32 pm
Forum: Programming and Software Forum
Topic: Recordsets in VBA
Replies: 6
Views: 185907

Recordsets in VBA

<t>I'm writing some VBA code in excel that sticks the results from a query into a recordset object. I then use the MoveLast method, then the Count property to return the number of records. However, sometimes the query doesn't return any results and so the MoveLast method gives me an error. Is there ...
by JCF
June 24th, 2004, 11:54 am
Forum: Book And Research Paper Forum
Topic: Measure Theory
Replies: 15
Views: 187653

Measure Theory

<t>Thanks alot guys, I'm getting the impression that measure theory is a bit over rated. Still reading a book on it shouldn't hurt too much.Another question, as a physics graduate I know a bit of maths, but I feel not quite enough so I'm trying to swat up. Which areas of mathematics and books would ...
by JCF
June 24th, 2004, 5:39 am
Forum: Book And Research Paper Forum
Topic: Measure Theory
Replies: 15
Views: 187653

Measure Theory

Does anyone know a good beginners book on measure theory?Also, how important is it to have knowledge of measure theory to understand mathematical finance? Do you need a really deep knowledge of it, or is it just necessary to know the basic concepts?
by JCF
June 18th, 2004, 12:47 pm
Forum: Student Forum
Topic: matrix
Replies: 4
Views: 186823

matrix

<t>Not actually sure on that one.What I know is that the most important information that can be interpretted from the determinant is whether it is zero or non zero. I don't know whether there is any significance to exactly what non-zero value det takes, sorry.The determinant is used when calculating...
by JCF
June 16th, 2004, 8:50 am
Forum: Student Forum
Topic: matrix
Replies: 4
Views: 186823

matrix

<t>One use of the determinant of a matrix is to determine whether the matrix is singular or non-singular. For matrix A, if detA = 0 then the matrix is singular and does not have an inverse. A practical relevant situation where this could be used is when solving systems of linear equations. If you ex...
by JCF
June 4th, 2004, 1:43 pm
Forum: Student Forum
Topic: Greeks of an option portfolio
Replies: 8
Views: 192412

Greeks of an option portfolio

<t>Use the sum.Remember that the greeks are derivatives, and one of the basic rules of calculus is d(f(x)+g(x))/dx = d(f(x))/dx + d(g(x))/dx ie the derivative of the sum of two functions of x with respect to x equals the sum of the derivatives of the two functions with respect to x. The same applies...
by JCF
May 13th, 2004, 10:24 am
Forum: Student Forum
Topic: Wilmott on monte carlo simulation
Replies: 4
Views: 190121

Wilmott on monte carlo simulation

<t>From looking at the equation dS/S = drift. dt + vol. dW(t) you'd expect dS/S to be normally distributed coz dW(t) is.Another side question: whats the difference of log returns (ln(S(t+1)/S(t)) and dS/S, in terms of use and interpretation?I'm thinking that dS/S is only relevant over an infinitesim...
by JCF
April 30th, 2004, 11:08 am
Forum: General Forum
Topic: shadows
Replies: 6
Views: 190224

shadows

<t>I'll have a crack at explaining it, haven't got anything else to do at the moment.Shadow gamma takes into account the fact that a movement in the underlying will also result in a change in the implied volatility- ie if there is jump in stock prices it makes sense that implied volatility will incr...