AMeucciRiskandAssetAllocationRoutines
所属分类：数学计算
开发工具：matlab
文件大小：6803KB
下载次数：38
上传日期：2008-12-19 21:13:33
上 传 者：
xxltony13
说明： 经济学专业代码，单变量分布，多变量分布，市场模型，评价分配，优化分配，贝叶斯估计，风险估计等代码
(Economics professional code, single-variable distribution, multi-variable distribution, market model, evaluation of the distribution, optimize distribution, Bayesian estimation, risk estimation code)
文件列表:
AMeucciRiskandAssetAllocationRoutines\Ch1_UniVariateDistributions (0, 2007-04-19)
AMeucciRiskandAssetAllocationRoutines\Ch1_UniVariateDistributions\S_Gamma.m (1719, 2007-03-29)
AMeucciRiskandAssetAllocationRoutines\Ch1_UniVariateDistributions\S_GammaCdf.m (1109, 2007-03-29)
AMeucciRiskandAssetAllocationRoutines\Ch1_UniVariateDistributions\S_Lognormal.m (1473, 2007-03-29)
AMeucciRiskandAssetAllocationRoutines\Ch1_UniVariateDistributions\S_Normal.m (1885, 2007-06-18)
AMeucciRiskandAssetAllocationRoutines\Ch1_UniVariateDistributions\S_QuantileNormalMixture.m (708, 2006-10-03)
AMeucciRiskandAssetAllocationRoutines\Ch1_UniVariateDistributions\S_Regularization.m (2229, 2007-03-29)
AMeucciRiskandAssetAllocationRoutines\Ch1_UniVariateDistributions\S_SimulationsVsAnalytical.m (3245, 2007-06-18)
AMeucciRiskandAssetAllocationRoutines\Ch1_UniVariateDistributions\S_StudentT.m (1698, 2007-06-18)
AMeucciRiskandAssetAllocationRoutines\Ch1_UniVariateDistributions\S_Uniform.m (1121, 2007-03-29)
AMeucciRiskandAssetAllocationRoutines\Ch2_MultiVariateDistributions (0, 2007-04-19)
AMeucciRiskandAssetAllocationRoutines\Ch2_MultiVariateDistributions\A_Distributions (0, 2007-04-19)
AMeucciRiskandAssetAllocationRoutines\Ch2_MultiVariateDistributions\A_Distributions\Cdf (0, 2007-03-29)
AMeucciRiskandAssetAllocationRoutines\Ch2_MultiVariateDistributions\A_Distributions\Cdf\BivStandardTPDF.m (165, 2006-02-02)
AMeucciRiskandAssetAllocationRoutines\Ch2_MultiVariateDistributions\A_Distributions\Cdf\S_NormalCDF.m (1007, 2007-03-08)
AMeucciRiskandAssetAllocationRoutines\Ch2_MultiVariateDistributions\A_Distributions\Cdf\S_TCDF.m (1545, 2007-04-19)
AMeucciRiskandAssetAllocationRoutines\Ch2_MultiVariateDistributions\A_Distributions\Pdf (0, 2007-03-29)
AMeucciRiskandAssetAllocationRoutines\Ch2_MultiVariateDistributions\A_Distributions\Pdf\LognormalPDF.m (340, 2007-03-29)
AMeucciRiskandAssetAllocationRoutines\Ch2_MultiVariateDistributions\A_Distributions\Pdf\LogTPDF.m (373, 2007-03-29)
AMeucciRiskandAssetAllocationRoutines\Ch2_MultiVariateDistributions\A_Distributions\Pdf\NormalPDF.m (314, 2007-03-29)
AMeucciRiskandAssetAllocationRoutines\Ch2_MultiVariateDistributions\A_Distributions\Pdf\StudentTPDF.m (344, 2007-03-29)
AMeucciRiskandAssetAllocationRoutines\Ch2_MultiVariateDistributions\A_Distributions\Pdf\S_DisplayLognormalPDF.m (1160, 2007-03-29)
AMeucciRiskandAssetAllocationRoutines\Ch2_MultiVariateDistributions\A_Distributions\Pdf\S_DisplayLogTPDF.m (1207, 2007-03-29)
AMeucciRiskandAssetAllocationRoutines\Ch2_MultiVariateDistributions\A_Distributions\Pdf\S_DisplayNormalPDF.m (1149, 2007-06-18)
AMeucciRiskandAssetAllocationRoutines\Ch2_MultiVariateDistributions\A_Distributions\Pdf\S_DisplayTPDF.m (1204, 2007-03-29)
AMeucciRiskandAssetAllocationRoutines\Ch2_MultiVariateDistributions\A_Distributions\Pdf\S_DisplayUniformPDF.m (1172, 2007-03-29)
AMeucciRiskandAssetAllocationRoutines\Ch2_MultiVariateDistributions\A_Distributions\Pdf\S_DisplayWishartPDF.m (1092, 2007-03-29)
AMeucciRiskandAssetAllocationRoutines\Ch2_MultiVariateDistributions\A_Distributions\Pdf\S_OrderStatisticsPDFCentralGamma.m (954, 2007-03-29)
AMeucciRiskandAssetAllocationRoutines\Ch2_MultiVariateDistributions\A_Distributions\Pdf\S_OrderStatisticsPDFLogn.m (939, 2007-03-29)
AMeucciRiskandAssetAllocationRoutines\Ch2_MultiVariateDistributions\A_Distributions\Pdf\S_OrderStatisticsPDFStudentT.m (941, 2007-03-29)
AMeucciRiskandAssetAllocationRoutines\Ch2_MultiVariateDistributions\A_Distributions\Pdf\UniformEllipticalPDF.m (382, 2007-03-29)
AMeucciRiskandAssetAllocationRoutines\Ch2_MultiVariateDistributions\A_Distributions\Pdf\WishartPDF.m (363, 2007-03-29)
AMeucciRiskandAssetAllocationRoutines\Ch2_MultiVariateDistributions\A_Distributions\Simulations (0, 2007-06-12)
AMeucciRiskandAssetAllocationRoutines\Ch2_MultiVariateDistributions\A_Distributions\Simulations\Elliptical (0, 2007-04-19)
AMeucciRiskandAssetAllocationRoutines\Ch2_MultiVariateDistributions\A_Distributions\Simulations\Elliptical\S_Elliptical2Dim.m (2068, 2007-04-19)
AMeucciRiskandAssetAllocationRoutines\Ch2_MultiVariateDistributions\A_Distributions\Simulations\Elliptical\S_Elliptical3Dim.m (2036, 2007-04-19)
AMeucciRiskandAssetAllocationRoutines\Ch2_MultiVariateDistributions\A_Distributions\Simulations\Elliptical\S_EllipticalNDim.m (1292, 2007-04-19)
AMeucciRiskandAssetAllocationRoutines\Ch2_MultiVariateDistributions\A_Distributions\Simulations\Elliptical\S_SphericallySymmetric.m (1669, 2007-04-19)
AMeucciRiskandAssetAllocationRoutines\Ch2_MultiVariateDistributions\A_Distributions\Simulations\Elliptical\S_UniformEllipsoid.m (1262, 2007-04-19)
AMeucciRiskandAssetAllocationRoutines\Ch2_MultiVariateDistributions\A_Distributions\Simulations\Elliptical\S_UniformEllipsoid2.m (1209, 2007-04-19)
... ...
These routines complement the textbook
RISK AND ASSET ALLOCATION
Springer Quantitative Finance
by Attilio Meucci
The most up-to-date version of these files can be downloaded from the book's website:
www.symmys.com > Book > Downloads > Applications
No claim of accuracy is made and no responsibility is taken for possible errors.
These files can and must be used and distributed freely.
Please quote the author and the source: "Attilio Meucci - symmys.com".
Your feedback is highly appreaciated
The files named "S_***" are scripts, which can be run independently
The remaining files are functions, which are called from within the scripts
In this updated version I have included the documentation within the scripts.
A preliminary, now obsolete, version of these routines was accompanied by a .pdf docmumentation.
Both preliminary routines and documentation can still be downloaded from:
symmys.com > Book > Downloads > Exercise Book
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