Re: Good algorithm for Inverse of cumulative Student's t?
- From: beliavsky@xxxxxxx
- Date: 19 Aug 2006 11:50:19 -0700
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.
.
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