- Category:
- matlab
- Tags:
-
[Matlab]
[源码]
- File Size:
- 4kb
- Update:
- 2016-04-27
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- Uploaded by:
- 于先生
Description: Fixed proportion portfolio insurance strategy (proportion portfolio insurance constant, CPPI) or constant proportion portfolio insurance strategy, CPPI strategy . Using MATLAB to achieve
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CPPI策略\CPPIOpt.m
........\CPPIStr.m
........\RandnPrice.m
........\testCPPIStr.m
........\testTIPPStr.m
........\TIPPOpt.m
........\TIPPStr.m
CPPI策略
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