- Category:
- Other systems
- Tags:
-
- File Size:
- 4kb
- Update:
- 2018-03-07
- Downloads:
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- Uploaded by:
- 欠你心安
Description: The M code compression file of the CPPI policy (financial econometric analysis) is implemented with MATLAB.
To Search:
File list (Check if you may need any files):
| Filename | Size | Date |
|---|
| CPPIOpt.m | 1954 | 2012-05-08
|
| CPPIStr.m | 1466 | 2009-07-01
|
| RandnPrice.m | 215 | 2012-05-07
|
| testCPPIStr.m | 873 | 2012-05-08
|
| testTIPPStr.m | 1024 | 2012-05-08
|
| TIPPOpt.m | 2453 | 2012-05-08
|
| TIPPStr.m | 2029 | 2009-07-01 |
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