Re: Good algorithm for Inverse of cumulative Student's t?

beliavsky@xxxxxxx wrote:

Schizoid Man wrote:
Hi,

I'm trying to set up a credit risk model that employees a Student t
copula. For this purpose, I need algorithms for:

I have noticed that you are interested in applying mathematical
statistics to finance. Besides this newsgroup, you can ask questions
and search the archives at "Wilmott",
http://www.wilmott.com/search.cfm , where the term "cumulative
distribution" produced some relevant hits.

Thanks, Beliavsky.
.

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