Visualizing the Propagation of Risk 1.0

Date Added: July 24, 2013 | Visits: 295

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To walk through the code and for a thorough description, refer toA. Meucci (2010), "Visualizing the Propagation of Risk: Square-Root Rule, Covariances and Ellipsoids"Latest version of article and code available at http://symmys.com/node/137

Requirements: No special requirements

Platforms: Matlab

Keyword: Article, Covariances, Description, Ellipsoidsquot, Latest, Propagation, Squareroot, Version

Users rating: 0/10

License: Shareware

Size: 10 KB

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