Copula-Marginal Algorithm (CMA) 1.0

Date Added: July 27, 2013 | Visits: 266

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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

Requirements: No special requirements

Platforms: Matlab

Keyword: Article, Copulas, Description, Latest, Managemenquot, Portfolio, September, Version

Users rating: 0/10

License: Shareware

Size: 10 KB

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