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Showing posts with label
Inverse Transformation
.
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Showing posts with label
Inverse Transformation
.
Show all posts
Sunday, August 23, 2015
Simulating Discount Factor and Forward Rate Curves using Monte Carlo in C#
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The process of creating discount factor and forward rate curves with traditional bootstrapping algorithm was presented in the last post . In...
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Monday, April 6, 2015
NAG Copula wrapper for C#
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I've got you under my skin , Frank Sinatra is singing in computer radio. Somehow, it reminds me about my obsession with Copula, what I h...
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