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Highlights from
Exercises in Advanced Risk and Portfolio Management

from Exercises in Advanced Risk and Portfolio Management by Attilio Meucci
text and comments on solutions available at http://symmys.com/node/170

ka=Raw2Cumul(mu_) 
function ka=Raw2Cumul(mu_)

N=length(mu_);
ka=mu_;

for n=1:N
    ka(n) = mu_(n);
    for k=1:n-1
        ka(n) = ka(n) - nchoosek(n-1,k-1) * ka(k)*mu_(n-k); 
    end
    
end

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