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找到约 182 项符合「springer」的源代码

代码结果 182
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www.eeworm.com/read/164407/10110560

cpp e.cpp

/* ----------------------- MODULE feigen.cpp ------------------------ * * Reference: "Numerical Algorithms with C by G. Engeln-Mueller and * * F. Uhlig, Springer-Verlag, 1996"
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www.eeworm.com/read/393395/2474504

m s_diversificationnumassets.m

% this script shows the diversification effect of increasing the number of securities in a market % see "Risk and Asset Allocation" - Springer (2005), by A. Meucci clear; close all; clc; %%%%%%%%
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www.eeworm.com/read/393395/2474704

asv s_normalcopulasimul.asv

% this script simulates the copula of a bi-variate normal distribution % see "Risk and Asset Allocation"-Springer (2005), by A. Meucci clc; clear; close all %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
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www.eeworm.com/read/393395/2474705

m s_tcopulasimul.m

% this script simulates the copula of a bi-variate t distribution % see "Risk and Asset Allocation"-Springer (2005), by A. Meucci clc; clear; close all %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
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www.eeworm.com/read/393395/2474706

m s_normalcopulasimul.m

% this script simulates the copula of a bi-variate normal distribution % see "Risk and Asset Allocation"-Springer (2005), by A. Meucci clc; clear; close all %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
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www.eeworm.com/read/393395/2474708

m s_lognormalcopulasimul.m

% this script simulates the copula of a bi-variate lognormal distribution % see "Risk and Asset Allocation"-Springer (2005), by A. Meucci clc; clear;close all %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
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www.eeworm.com/read/393395/2474722

m s_displaytpdf.m

% this script displays the pdfs of the Student t distribution % see "Risk and Asset Allocation"-Springer (2005), by A. Meucci % formula (2.188) clc; clear; close all %%%%%%%%%%%%%%%%%%%%%%%%%%%%
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www.eeworm.com/read/393395/2474727

m s_displayuniformpdf.m

% this script displays the pdfs of the uniform distribution on an ellipsoid % see "Risk and Asset Allocation"-Springer (2005), by A. Meucci % formula (2.145) clc; clear; close all %%%%%%%%%%%%%%
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www.eeworm.com/read/393395/2474732

m s_tcdf.m

% this script computes the cdf of a bivariate t distribution at a grid of points % see "Risk and Asset Allocation"-Springer (2005), by A. Meucci clear; clc; close all; %%%%%%%%%%%%%%%%%%%%%%%%%%%
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www.eeworm.com/read/393395/2474733

m s_normalcdf.m

% this script computes the cdf of a bivariate normal distribution at a grid of points % see "Risk and Asset Allocation"-Springer (2005), by A. Meucci clear; clc; close all; %%%%%%%%%%%%%%%%%%%%%%
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