kevinziegler
Joined: 02 Feb 2009
Posts: 2
|
 Posted: June 26, 2009 8:10 AM Post subject: Portfolio Variance - Programming |
 |
|
Hi,
I have a problem. I should programm the following formula, but I have no idea how to do it as I don't know how to handle "double sums"
The formula is the portfolio variance of several assets.
How can i program that with TI-89? |
|
jmurphy1337
Joined: 03 Jan 2010
Posts: 4
|
| Posted: January 3, 2010 9:24 PM Post subject: |
|
|
Assuming you know how to do the first bit, the double sum can be written as follows.
2*sigma(sigma(expression,j,0,jmax),i,0,imax) |
|
