/Estimating_Default_and_Asset_Correlation_with_CSharp_ExcelDNA

In this repository we estimate asset correlation using C# and ALGLIB. The functions are exported to excel via ExcelDNA As a background see our previous repository "Estimating_Default_and_Asset_Correlation_with_Python".

Primary LanguageC#

Estimating_Default_and_Asset_Correlation_with_CSharp_ExcelDNA

In this repository we estimate asset correlation using C# and ALGLIB. The functions are exported to excel via ExcelDNA

As a background see our previous repository "Estimating_Default_and_Asset_Correlation_with_Python".