Tag Archives: Maths

Cumulative Normal Distribution in Q/KDB+

Posted on April 1, 2012 by novieq

I have implemented the numerical approximation for the normal cumulative distribution function(cdf) here. Normal cdf is very important in financial mathematics because of its applications, one of them being in Black Scholes pricing. Mathematically, can be expressed as : Q … Continue reading →

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Greatest Common Divisor in Q/KDB+

Posted on February 29, 2012 by novieq

Euclid’s algorithm : Recursive definition of the gcd function using Euclid’s algorithm is : function gcd(a, b) { if (b = 0) return a else return gcd(b, a mod b) } Solution in Q : g:{$[y=0;:x;:g[y;x mod y]];} Results : … Continue reading →

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Factorial Program

Posted on February 29, 2012 by novieq

Q Solution 1:  factorial:{prd 1+til x} Q Solution 2: n:5 do[-1+f:r:n;r*:f-:1] r 120 The solution 2 is referred from Execution Control chapter in Q for Mortals. Results : factorial[5] 120

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