當(dāng)構(gòu)建多個(gè)隨機(jī)變量的聯(lián)合分布時(shí),可以分兩步,第一先有每個(gè)變量的邊際分布。第二描述這些變量如何related to each other,這個(gè)描述就是Copula。精確定義如下...
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當(dāng)構(gòu)建多個(gè)隨機(jī)變量的聯(lián)合分布時(shí),可以分兩步,第一先有每個(gè)變量的邊際分布。第二描述這些變量如何related to each other,這個(gè)描述就是Copula。精確定義如下...
The book is "modeling financial markets with Excel and VBA ". Modeling tick data. then ...
Uniform distributiom Rnd() Public Function UniformRand() As Double UniformRand = Rnd() ...
Option Explicit Function Add(a As Double, b As Double) As Double Dim c As Double c = a ...
以前曾經(jīng)和朋友討論過(guò),到底是小孩子開(kāi)心還是老人開(kāi)心。當(dāng)時(shí)二十歲的我和我的“憤怒”小伙伴一致覺(jué)得,老人開(kāi)心。哈哈,我相信這個(gè)結(jié)論應(yīng)該能讓大多數(shù)人嗤之以鼻吧。老人遲暮,人生已成定...