Visualizing the Propagation of Risk
バージョン 1.0.0.0 (12.6 KB) 作成者:
Attilio Meucci
Square-root rule diffusion for location-dispersion ellipsoid
To walk through the code and for a thorough description, refer to
A. 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
引用
Attilio Meucci (2024). Visualizing the Propagation of Risk (https://www.mathworks.com/matlabcentral/fileexchange/31425-visualizing-the-propagation-of-risk), MATLAB Central File Exchange. 取得済み .
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R2010b
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- AI, Data Science, and Statistics > Statistics and Machine Learning Toolbox > Descriptive Statistics and Visualization >
- Computational Finance > Risk Management Toolbox >
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バージョン | 公開済み | リリース ノート | |
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1.0.0.0 |