Cornish

Rt: returns seriesalpha: VaR levelOUTPUT:CFVAR: Cornish fisher VaR with alpha probability and time horizon as the returns series frequancy Platforms: Matlab

Take a white cabbage and slice it up, and throw it into some stock or water, with some leeks and slices of turnip. Boil the whole till the vegetables are tender, flavour with pepper and salt. This is sometimes called Cornish broth, though in Cornwall a piece of meat or bones aregenerally boiled... Platforms: Windows

Exercises and case studies for a rigorous approach to risk- and portfolio-management. This booklet stems from the review sessions of the six-day ARPM bootcamp.Contents include:Advanced multivariate statistics; copula-marginal decompositionAnnualization/projection (FFT, cumulants,... Platforms: Matlab

These routines support the book "Risk and Asset Allocation" Springer Finance, by A. Meucci, see http://www.symmys.comThe routines include many new features:- more uni-, multi- and matrix-variate distributions- more copulas- more graphical representations- more analyses in terms of the... Platforms: Matlab