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Multifractal Model Of Asset Returns Mmar For Thesis
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I wrote a Master's in Finance thesis on Monte Carlo simulation of the Multifractal Model of Asset Returns. This is a model developed in the late 1990's by Benoît Mandelbrot and his two students, Laurent Calvet and Adlai Fisher. I had never programmed before and this was my first big coding project — so sorry if the code sucks! I did what I could :)
Pfra Hydromet
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Tools for developing pluvial (excess rainfall) and fluvial scenarios for probabilistic flood risk analyses
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