Hi,
I am looking for an algorithm for calculating the quantile of an inverse
Gaussian distribution. Does anyone know any references on this topic? Is
there an algorithm already implemented in SAS?
On a separate topic, I am looking for academics that have some experience
in modelling credit spreads of corporate bonds. We are particularly
interested in methods for building scenarios for changes in credit
spreads. If you have such experience, can you please email me back?
Regards
Coomaren
Coomaren P. Vencatasawmy
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