Managemenquot software
Managemenquot
Added: July 27, 2013 | Visits: 267
To walk through the code and for a thorough description, refer to A. Meucci, "A New Breed of Copulas for Risk and Portfolio Managemen", Risk (September 2011).Latest version of article and code available at http://symmys.com/node/335
Platforms: Matlab
License: Shareware | Cost: $0.00 USD | Size: 10 KB | Download (41): Copula-Marginal Algorithm (CMA) Download |