Historical Scenarios with Fully Flexible Probabilities

Risk and Asset Allocation - These routines support the book "Risk and Asset Allocation" Springer Finance, by A. Meucci, see

Simulations with Exact Means and Covariances - Multivariate normal simulations where sample mean and covariances match the respective population moments, refer to A. Meucci (2009), "Simulations with Exact Means and Covariances", Latest version of article and code available at http://symmys.

Review of Statistical Arbitrage, Cointegration, and Multivariate Ornstein-Uhlenbeck - To walk through the code and for a thorough description, refer to A. Meucci (2009) , "Review of Statistical Arbitrage, Cointegration, and Multivariate Ornstein-Uhlenbeck", Latest version of article and code available at http://symmys.

Visualizing the Propagation of Risk - 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.

Exercises in Advanced Risk and Portfolio Management - Exercises and case studies for a rigorous approach to risk- and portfolio-management

All software of Attilio Meucci.

Fully Flexible Bayesian Networks - To walk through the code and for a thorough description, refer to A. Meucci, (2010) "Fully Flexible Bayesian Networks" Latest version of code and article available at http://www.symmys.

CreateInstall Gentee - Versatile, flexible and powerful installer for producing fully featured setups.

MSU Deflicker VirtualDub plugin - Free high-quality video deflicker plugin for VirtualDub with change ground detection. Allows flexible change level of effect. Easy to use.The filter is designed for flicker video stream processing or video preprocessing.

ELChart ActiveX DLL - ELChart library is the powerful tool that allows to create programs with various charts. Library offers flexible GDI based solution that allows you to create animated, compact and great looking charts.

Team Coherence - A flexible and cost effective Version Control and Issue Tracking Solution Team

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