dbFFP: Historical Scenarios with Fully Flexible Probabilities...

Description Author(s) References

Description

Data for the Historical Scenarios with Fully Flexible Probabilities paper.

Author(s)

Xavier Vallsflamejat@gmail.com

References

A. Meucci, "Personalized Risk Management: Historical Scenarios with Fully Flexible Probabilities" GARP Risk Professional, Dec 2010, p 47-51. http://www.symmys.com/node/150


R-Finance/Meucci documentation built on May 8, 2019, 3:52 a.m.