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Managemenquot software
 

Managemenquot

Added: July 27, 2013 | Visits: 267

Copula-Marginal Algorithm (CMA) 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